# EDGAR Filing Document

**Accession Number:** 0001804196
**File Stem:** 0001410368-26-031806
**Filing Date:** 2026-3
**Character Count:** 2083145
**Document Hash:** 338a93d7069131435eec8a6212318502
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031806.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031806

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust II
- **CENTRAL INDEX KEY:** 0001804196

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23511
- **FILM NUMBER:** 26796000

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800 882 0052

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### iShares Flexible Income Active ETF (Series ID: S000080411)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000242803 | iShares Flexible Income Active ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ETF Trust II

- **b. Investment Company Act file number:** 811-23511

- **c. CIK number of Registrant:** 0001804196

- **d. LEI of Registrant:** 549300PLJCTZLQ2LE832

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares Flexible Income Active ETF

- **b. EDGAR series identifier (if any):** S000080411

- **c. LEI of Series:** 5299008ELWKMLX9XJP73

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $22464448837.60

**Total Liabilities:** $6078932297.58

**Net Assets:** $16385516540.02

**Delayed Delivery Securities:** $2959044628.00

**Cash Not Reported:** $431662272.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 939952.93000000 | **1-Year:** 238597.48000000 | **5-Year:** 2235170.86000000 | **10-Year:** 540025.69000000 | **30-Year:** 478178.45000000

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

- **3-Month:** 429455.82000000 | **1-Year:** 238646.00000000 | **5-Year:** 1778386.64000000 | **10-Year:** 139311.66000000 | **30-Year:** 201801.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000242803 | 0.52%                | 0.44%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11796782.90             | $20306284.51                               |
| Month 2  | $-11373414.42            | $65458521.87                               |
| Month 3  | $29059018.25             | $72325010.47                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

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

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A10 Securitization                                               | A10 2025-FL6 Issuer LLC                                                          | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8388000 | PA      | $8396537.31    | 0.05%             | 2042-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AB Bsl CLO 1 Ltd                                                 | AB BSL CLO 2 Ltd                                                                 | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3503773.70    | 0.02%             | 2034-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AB Bsl CLO 1 Ltd                                                 | AB BSL CLO 3 Ltd                                                                 | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2480000 | PA      | $2488143.33    | 0.02%             | 2038-04-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM1                                                     | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |       590367 | PA      | $597222.61     | 0.00%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      5499521 | PA      | $5553286.45    | 0.03%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2026-NQM1                                                     | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6161351 | PA      | $6171290.80    | 0.04%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                                              | ABRA Global Finance                                                              | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |       708702 | PA      | $739707.71     | 0.00%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: —       |
| Aimco                                                            | AIMCO CLO 24 Ltd                                                                 | CUSIP: 00092PAE3<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |      1575000 | PA      | $1587119.78    | 0.01%             | 2038-04-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      2001000 | PA      | $1949540.68    | 0.01%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      1093000 | PA      | $1108028.36    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                     | AES Andes SA                                                                     | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       468000 | PA      | $483210.00     | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                     | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       935000 | PA      | $991567.50     | 0.01%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                             | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5409797 | PA      | $5456285.79    | 0.03%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                        | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $4981397.00    | 0.03%             | 2042-08-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 21 Ltd                                                                   | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3014361.60    | 0.02%             | 2037-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                                    | AGL CLO 5 Ltd                                                                    | CUSIP: 00119TBM5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005336.30    | 0.01%             | 2039-01-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                                    | AGL CLO 5 Ltd                                                                    | CUSIP: 00119TBR4<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $993806.60     | 0.01%             | 2039-01-20      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| AGL CLO 6 LTD                                                    | AGL CLO 6 LTD                                                                    | CUSIP: 00119VAY5<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009090.00    | 0.01%             | 2038-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 30 Ltd                                                                   | CUSIP: 00120VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       400000 | PA      | $402105.44     | 0.00%             | 2037-04-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 33 Ltd                                                                   | CUSIP: 00121DAD7<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1305188.17    | 0.01%             | 2037-07-21      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 39 Ltd                                                                   | CUSIP: 00121XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009955.00    | 0.01%             | 2038-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 39 Ltd                                                                   | CUSIP: 00121YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1306737.90    | 0.01%             | 2038-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      8822000 | PA      | $8624227.52    | 0.05%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | Aimco CLO 11 Ltd                                                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1757087.50    | 0.01%             | 2037-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | Aimco CLO 11 Ltd                                                                 | CUSIP: 00140NAY6<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $553757.27     | 0.00%             | 2037-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | Aimco CLO 14 Ltd                                                                 | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4013559.20    | 0.02%             | 2038-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                 | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      7321000 | PA      | $7893421.67    | 0.05%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| American Money Management Corporation                            | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4502464.20    | 0.03%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares XXVII CLO Ltd                                                               | CUSIP: 00190YBR5<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |       226000 | PA      | $227019.24     | 0.00%             | 2034-10-28      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                  | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1652422 | PA      | $1654302.65    | 0.01%             | 2041-05-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                  | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10146000 | PA      | $10131873.72   | 0.06%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8693000 | PA      | $9029803.85    | 0.06%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2023-A                                                     | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         2928 | PA      | $2929.98       | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2023-A                                                     | CUSIP: 00218GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2288000 | PA      | $2325611.97    | 0.01%             | 2032-02-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2023-A                                                     | CUSIP: 00218GAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2492000 | PA      | $2548054.55    | 0.02%             | 2032-02-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2024-A                                                     | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       855971 | PA      | $860842.12     | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2024-A                                                     | CUSIP: 00218KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       829000 | PA      | $845148.59     | 0.01%             | 2032-11-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2024-A                                                     | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       469000 | PA      | $479444.44     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                           | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2430000 | PA      | $2496176.68    | 0.02%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM6                                                     | CUSIP: 00249YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8830772 | PA      | $8919789.22    | 0.05%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2025-NQM2                                                     | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |      4342748 | PA      | $4401875.18    | 0.03%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8171000 | PA      | $8256011.08    | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM4                                                     | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-MBS          | CORP              | US        |      1314394 | PA      | $1323251.11    | 0.01%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       254000 | PA      | $250981.69     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      1237000 | PA      | $1187596.32    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      5183000 | PA      | $5119740.45    | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Ace Securities Corp.                                             | ACE Securities Corp Home Equity Loan Trust Series 2005-AG1                       | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1791689 | PA      | $1597029.85    | 0.01%             | 2035-08-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6504000 | PA      | $6733536.57    | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3294000 | PA      | $3377015.39    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                        | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7290000 | PA      | $7304334.33    | 0.04%             | 2040-08-18      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                        | ACRES Commercial Realty 2026-FL4 Issuer LLC                                      | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $10004154.00   | 0.06%             | 2044-08-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2485000 | PA      | $2400186.95    | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1106000 | PA      | $1074041.00    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| ADIENT GLOBAL HOLDINGS                                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       807000 | PA      | $825347.95     | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      6893000 | PA      | $7157312.09    | 0.04%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      4342000 | PA      | $4012458.70    | 0.02%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1220345.88    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      2521000 | PA      | $2558815.00    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AECOM                                                            | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      1979000 | PA      | $2027281.66    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3109098.60    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       200000 | PA      | $207060.66     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3315000 | PA      | $3488361.24    | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5756000 | PA      | $5813900.18    | 0.04%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3418000 | PA      | $3444450.88    | 0.02%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11330000 | PA      | $11349241.74   | 0.07%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6026000 | PA      | $6025032.83    | 0.04%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                              | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2683000 | PA      | $2682762.02    | 0.02%             | 2034-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2731000 | PA      | $2735293.95    | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1928083 | PA      | $1931215.07    | 0.01%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       563000 | PA      | $564346.25     | 0.00%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1591000 | PA      | $1595743.25    | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4287000 | PA      | $4297231.35    | 0.03%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4969770 | PA      | $4974249.81    | 0.03%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       819000 | PA      | $820359.29     | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       295000 | PA      | $295573.48     | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 35 Ltd                                                                   | CUSIP: 00852KAA2<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004664.80    | 0.01%             | 2038-01-21      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 18 Ltd                                                                 | CUSIP: 00889EAW5<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1004750.00    | 0.01%             | 2037-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      2152000 | PA      | $2143839.19    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAS4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251914.45     | 0.00%             | 2037-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 10 Ltd                                                                 | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |      4180000 | PA      | $4194232.90    | 0.03%             | 2037-07-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1251214.75    | 0.01%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                         | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2986134 | PA      | $2910784.00    | 0.02%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7577000 | PA      | $7638563.13    | 0.05%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                              | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4559000 | PA      | $4593175.63    | 0.03%             | 2040-06-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       660000 | PA      | $660195.36     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      4743000 | PA      | $4739458.45    | 0.03%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      2634000 | PA      | $2598408.18    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1341000 | PA      | $1287043.66    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      2744000 | PA      | $2787942.42    | 0.02%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       364000 | PA      | $371680.91     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       467000 | PA      | $467826.13     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       231000 | PA      | $227182.42     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                               | Albertsons Cos Inc                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       366000 | PA      | $365629.15     | 0.00%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                         | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3783000 | PA      | $3942877.15    | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                          | Albion Financing 3 SARL 2025 EUR Term Loan                                       | CUSIP: 01330EAC2<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |      1500000 | PA      | $1783589.55    | 0.01%             | 2031-05-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                          | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $196979.30     | 0.00%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                          | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $211565.80     | 0.00%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                   | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1113784 | PA      | $1113413.15    | 0.01%             | 2031-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                 | AlixPartners LLP 2025 EUR Term Loan                                              | CUSIP: 01642PBD7<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |      2971556 | PA      | $3536281.19    | 0.02%             | 2032-08-12      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      4384000 | PA      | $4595760.35    | 0.03%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       316000 | PA      | $312097.43     | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3438000 | PA      | $3427126.29    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3104000 | PA      | $3155355.68    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1086000 | PA      | $1116245.10    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10319000 | PA      | $10682404.22   | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8993000 | PA      | $8916602.67    | 0.05%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      5737000 | PA      | $6037750.75    | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC 2025 USD Term Loan B                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      1107687 | PA      | $1108772.09    | 0.01%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 SARL                                               | Atlas Luxco 4 SARL EUR Term Loan B                                               | CUSIP: 01957TAY3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | LU        |      1534086 | PA      | $1823829.09    | 0.01%             | 2032-08-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       869000 | PA      | $868987.16     | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALLISON TRANSMISSION INC                                         | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      1222000 | PA      | $1237367.81    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       283000 | PA      | $266764.77     | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030629<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |     48200000 | PA      | $42714217.26   | 0.26%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    615649935 | PA      | $569372853.03  | 3.47%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1597076647 | PA      | $1475343408.39 | 9.00%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46634000 | PA      | $45683444.26   | 0.28%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48763000 | PA      | $49441318.20   | 0.30%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373469000 | PA      | $382424573.74  | 2.33%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       387000 | PA      | $403423.53     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      1767000 | PA      | $1766417.46    | 0.01%             | 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        |       159000 | PA      | $164851.52     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      3896000 | PA      | $3921281.14    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      2190000 | PA      | $2259114.21    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      1670000 | PA      | $1736066.87    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     10530000 | PA      | $10254811.61   | 0.06%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      1952000 | PA      | $2057062.50    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      3133000 | PA      | $3189628.98    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                            | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       980000 | PA      | $1022622.16    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       569000 | PA      | $555138.08     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       113000 | PA      | $115293.34     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $5426536.93    | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       673000 | PA      | $664283.84     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       312000 | PA      | $301076.10     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                          | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      2376000 | PA      | $2399546.16    | 0.01%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                             | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |       526000 | PA      | $515064.83     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |       121000 | PA      | $121848.57     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5869000 | PA      | $6290163.96    | 0.04%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     12174000 | PA      | $7268592.25    | 0.04%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4755000 | PA      | $4648933.88    | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                            | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003266.60    | 0.01%             | 2037-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                            | AMMC CLO 32 Ltd                                                                  | CUSIP: 03166KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010826.00    | 0.01%             | 2038-10-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      1376000 | PA      | $1357620.36    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      2417000 | PA      | $2480040.19    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 31 Ltd                                                     | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5025415.00    | 0.03%             | 2038-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 19 Ltd                                                     | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010944.00    | 0.01%             | 2038-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 6 Ltd                                                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      3795000 | PA      | $3816745.35    | 0.02%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010284.00    | 0.01%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital Clo 18 Ltd                                                     | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $350236.71     | 0.00%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 21 Ltd                                                     | CUSIP: 03331KAJ8<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-CBDO         | CORP              | KY        |      1350000 | PA      | $1350714.56    | 0.01%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332QAA3<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4010220.00    | 0.02%             | 2037-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332RAA1<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1264066.00    | 0.01%             | 2037-07-20      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital Clo 34 Ltd                                                     | CUSIP: 03332UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3042818.10    | 0.02%             | 2039-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 30 Ltd                                                     | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |      7250000 | PA      | $7257917.73    | 0.04%             | 2037-01-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-11                                                 | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |      2687276 | PA      | $2717406.24    | 0.02%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2022-1                                                  | CUSIP: 03464BAA6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      1445386 | PA      | $1377221.64    | 0.01%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2022-1                                                  | CUSIP: 03464BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       159920 | PA      | $146206.63     | 0.00%             | 2066-12-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2020-4                                                  | CUSIP: 03464LAA4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       125052 | PA      | $121506.14     | 0.00%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2020-4                                                  | CUSIP: 03464LAB2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       273408 | PA      | $266745.22     | 0.00%             | 2065-06-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2022-2                                                  | CUSIP: 03464PAA5<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       542604 | PA      | $522683.15     | 0.00%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2022-2                                                  | CUSIP: 03464PAC1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      2020462 | PA      | $1899921.08    | 0.01%             | 2067-01-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2022-3                                                  | CUSIP: 03464TAC3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      8035401 | PA      | $7577035.48    | 0.05%             | 2067-01-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2023-6                                                  | CUSIP: 03464UAB2<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |       181880 | PA      | $182959.59     | 0.00%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      4931454 | PA      | $4309429.24    | 0.03%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAB9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       224075 | PA      | $196684.30     | 0.00%             | 2066-04-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAC7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      2344635 | PA      | $2070286.94    | 0.01%             | 2066-04-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-3                                                  | CUSIP: 03465EAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      6420762 | PA      | $5603130.84    | 0.03%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-3                                                  | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2044845 | PA      | $1801151.83    | 0.01%             | 2066-05-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-5                                                  | CUSIP: 03465HAA2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     14070222 | PA      | $12307622.95   | 0.08%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-5                                                  | CUSIP: 03465HAB0<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      2795792 | PA      | $2457771.43    | 0.01%             | 2066-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-5                                                  | CUSIP: 03465HAC8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      1322334 | PA      | $1162973.59    | 0.01%             | 2066-07-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2023-1                                                  | CUSIP: 03465WAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      4156815 | PA      | $4147167.08    | 0.03%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      1097393 | PA      | $1098713.65    | 0.01%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-5                                                  | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |      9956050 | PA      | $10072617.22   | 0.06%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-11                                                 | CUSIP: 03466FAC1<br>LEI: 254900U7QMG1IM2AZ079 | Long             | ABS-MBS          | CORP              | US        |      8871409 | PA      | $8900992.30    | 0.05%             | 2070-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-3                                                  | CUSIP: 03466HAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      2377198 | PA      | $2375756.50    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-9                                                  | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |      5774992 | PA      | $5799470.60    | 0.04%             | 2069-09-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-13                                                 | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |      4906496 | PA      | $4949082.91    | 0.03%             | 2069-12-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      3864190 | PA      | $3906031.72    | 0.02%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-8                                                  | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |      7220502 | PA      | $7287759.43    | 0.04%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-12                                                 | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     11231028 | PA      | $11351218.72   | 0.07%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-10                                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      6375914 | PA      | $6420427.37    | 0.04%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-1                                                  | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      3166612 | PA      | $3203021.80    | 0.02%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |      1386051 | PA      | $1400245.97    | 0.01%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-4                                                  | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |      1537377 | PA      | $1558675.25    | 0.01%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | AOMT 2024-6                                                                      | CUSIP: 034944AA6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       846603 | PA      | $845117.91     | 0.01%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       468000 | PA      | $449916.48     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                                                   | Annisa CLO Ltd 2016-2                                                            | CUSIP: 036011AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $400831.92     | 0.00%             | 2031-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1263000 | PA      | $1263501.41    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2404000 | PA      | $2408163.73    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1844000 | PA      | $1915550.89    | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1348464.81    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXIV                                                                  | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |        35888 | PA      | $35912.73      | 0.00%             | 2030-10-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXIV                                                                  | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4506261.30    | 0.03%             | 2030-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Clo Xxv                                                                   | CUSIP: 03762YBH9<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $502480.05     | 0.00%             | 2037-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Clo Xxv                                                                   | CUSIP: 03762YBP1<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500296.85    | 0.01%             | 2037-01-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2007039.40    | 0.01%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXXII                                                                 | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      1964968 | PA      | $1965975.92    | 0.01%             | 2033-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXXII                                                                 | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       555000 | PA      | $555776.94     | 0.00%             | 2033-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXXV                                                                  | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |      2423665 | PA      | $2425933.07    | 0.01%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXXVII                                                                | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |      1815000 | PA      | $1816191.73    | 0.01%             | 2034-10-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Clo XL Ltd                                                                | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2008958.00    | 0.01%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | APIDOS CLO XLVIII Ltd                                                            | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |       489000 | PA      | $490956.00     | 0.00%             | 2037-07-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO LIII                                                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010764.00    | 0.01%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Clo LIV                                                                   | CUSIP: 03771RAG6<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2016159.00    | 0.01%             | 2038-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Clo LIV                                                                   | CUSIP: 03771RAJ0<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1504576.35    | 0.01%             | 2038-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Clo LV                                                                    | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005999.00    | 0.01%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037986AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1930000 | PA      | $1943670.38    | 0.01%             | 2038-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XLIV Ltd                                                              | CUSIP: 037989AR1<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1014640.10    | 0.01%             | 2037-10-26      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                         | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      2207000 | PA      | $2305063.63    | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       685000 | PA      | $661829.88     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       779000 | PA      | $663708.00     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       627000 | PA      | $705375.00     | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      2324000 | PA      | $2322724.36    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                      | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       190000 | PA      | $157107.73     | 0.00%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                        | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7313000 | PA      | $7308811.11    | 0.04%             | 2043-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                  | Arbor Realty Collateralized Loan Obligation Ltd                                  | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7424000 | PA      | $7447882.27    | 0.05%             | 2041-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3294721.99    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                         | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       640000 | PA      | $639517.12     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       324000 | PA      | $324815.83     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1447000 | PA      | $1499955.86    | 0.01%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                       | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       863000 | PA      | $848350.66     | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                       | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       914000 | PA      | $962791.15     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      1810199 | PA      | $1710638.06    | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       223000 | PA      | $214495.09     | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5475000 | PA      | $5200718.05    | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      7170000 | PA      | $7412189.55    | 0.05%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8030000 | PA      | $8045056.25    | 0.05%             | 2041-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1501831.35    | 0.01%             | 2041-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       416000 | PA      | $449519.20     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                  | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |        85966 | PA      | $85914.55      | 0.00%             | 2041-08-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                  | AREIT 2025-CRE11                                                                 | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14495000 | PA      | $14500289.23   | 0.09%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | ARES Loan Funding III Ltd                                                        | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4850000 | PA      | $4855007.63    | 0.03%             | 2036-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      9050000 | PA      | $8896015.61    | 0.05%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       762096 | PA      | $646257.61     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares XLI Clo Ltd                                                                 | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003081.60    | 0.02%             | 2034-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LIV CLO Ltd                                                                 | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010156.00    | 0.01%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | ARES LX CLO LTD                                                                  | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10014427.00   | 0.06%             | 2034-07-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LXVI CLO Ltd                                                                | CUSIP: 04019RBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5025015.00    | 0.03%             | 2038-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares Loan Funding IV Ltd                                                         | CUSIP: 04020FAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1007034.60    | 0.01%             | 2038-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      5733000 | PA      | $6175530.27    | 0.04%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11970000 | PA      | $11981221.88   | 0.07%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | ARES LXXIX CLO Ltd                                                               | CUSIP: 04021UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4750000.00    | 0.03%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                             | Arini US Clo III Ltd                                                             | CUSIP: 04039YAA0<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |     16000000 | PA      | $16051524.80   | 0.10%             | 2039-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                              | Republic of Armenia International Bond                                           | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       547000 | PA      | $570931.25     | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Arroyo Mortgage Trust                                            | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       398154 | PA      | $390211.40     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                            | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       338723 | PA      | $326389.95     | 0.00%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2067000 | PA      | $2189046.02    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2983000 | PA      | $3287009.46    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       310000 | PA      | $308929.04     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       770000 | PA      | $758080.71     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1462398.89    | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      2615000 | PA      | $2541260.92    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |      2330000 | PA      | $2345799.73    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       251000 | PA      | $260130.12     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      1323000 | PA      | $1369957.24    | 0.01%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1957000 | PA      | $1851790.11    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2709000 | PA      | $2733158.86    | 0.02%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                                          | Atlantica Sustainable Infrastructure Ltd                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |       532000 | PA      | $521915.51     | 0.00%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       400000 | PA      | $395304.68     | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7900000 | PA      | $8069797.07    | 0.05%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4855000 | PA      | $5008935.54    | 0.03%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                                       | ATLX 2024-RPL1 Trust                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6149765 | PA      | $6024165.96    | 0.04%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5431000 | PA      | $5446588.06    | 0.03%             | 2042-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8168000 | PA      | $8152451.40    | 0.05%             | 2042-08-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1467000 | PA      | $1464274.46    | 0.01%             | 2042-08-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      4428000 | PA      | $4393923.88    | 0.03%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      2239000 | PA      | $2149974.67    | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      1711000 | PA      | $1759943.16    | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       320000 | PA      | $329000.83     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                              | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       425000 | PA      | $433627.50     | 0.00%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3540000 | PA      | $3618835.80    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7326000 | PA      | $7536469.61    | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| AXALTA COATING SYSTEMS                                           | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      1119000 | PA      | $1077031.79    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | 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        |      1251000 | PA      | $1248471.05    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AXON ENTERPRISE INC                                              | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      2853000 | PA      | $2932738.50    | 0.02%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      3253000 | PA      | $3423554.79    | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      2282000 | PA      | $2390026.69    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAA0<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |      1800000 | PA      | $1802905.74    | 0.01%             | 2039-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9840000 | PA      | $10209649.44   | 0.06%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2160000 | PA      | $2264051.09    | 0.01%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8225000 | PA      | $8640059.82    | 0.05%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-C30                                                    | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       800000 | PA      | $839308.00     | 0.01%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8385000 | PA      | $8390240.63    | 0.05%             | 2042-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1210000 | PA      | $1211134.38    | 0.01%             | 2042-06-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Commercial Mortgage Securities Trust 2025-NASH                             | CUSIP: 05494PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8437000 | PA      | $8452819.38    | 0.05%             | 2040-09-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1084726.83    | 0.01%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                                 | BBAM US CLO I Ltd                                                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      4560000 | PA      | $4572805.39    | 0.03%             | 2038-03-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                         | Azule Energy Finance Plc                                                         | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      5650000 | PA      | $5656215.00    | 0.03%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3820192.40    | 0.02%             | 2037-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                       | BINOM Securitization Trust 2021-INV1                                             | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1286804 | PA      | $1193045.20    | 0.01%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-C26                                                    | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2100000 | PA      | $2248134.84    | 0.01%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                          | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7315000 | PA      | $7324585.58    | 0.04%             | 2039-09-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6327562.50    | 0.04%             | 2041-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1877000 | PA      | $1883890.71    | 0.01%             | 2040-10-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8938000 | PA      | $8968724.38    | 0.05%             | 2042-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3918000 | PA      | $3943700.51    | 0.02%             | 2042-11-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                                 | BBAM US CLO VI Ltd                                                               | CUSIP: 05556TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5022980.00    | 0.03%             | 2039-01-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C39                                                    | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       785000 | PA      | $809469.08     | 0.00%             | 2058-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Trust 2021-TY                                                                | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5822500 | PA      | $5819844.36    | 0.04%             | 2038-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR 2023-STON Mortgage Trust                                                     | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5250000 | PA      | $5441955.75    | 0.03%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                        | BMP 2024-MF23                                                                    | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6555000 | PA      | $6561145.31    | 0.04%             | 2041-06-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                        | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2380000 | PA      | $2391900.00    | 0.01%             | 2041-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4050000 | PA      | $4216005.45    | 0.03%             | 2039-11-05      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4232957 | PA      | $4217083.37    | 0.03%             | 2030-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3930386 | PA      | $3936527.56    | 0.02%             | 2040-06-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1820000 | PA      | $1832383.28    | 0.01%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16190260 | PA      | $16220616.39   | 0.10%             | 2042-11-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4446343 | PA      | $4463017.12    | 0.03%             | 2042-11-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                         | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2549000 | PA      | $2553386.06    | 0.02%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750000 | PA      | $2536981.15    | 0.02%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1600000 | PA      | $1440059.68    | 0.01%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $850034.50     | 0.01%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust 2021-601L                                                              | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2481506.70    | 0.02%             | 2044-01-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                | CUSIP: 05609BAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99937.50      | 0.00%             | 2036-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1194123 | PA      | $1193376.41    | 0.01%             | 2036-02-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4300000 | PA      | $4297312.50    | 0.03%             | 2036-02-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4850000 | PA      | $4848484.38    | 0.03%             | 2039-01-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        60000 | PA      | $59981.25      | 0.00%             | 2039-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-IND                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1763124 | PA      | $1765328.18    | 0.01%             | 2037-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       266171 | PA      | $266087.78     | 0.00%             | 2039-02-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2900000 | PA      | $2903598.03    | 0.02%             | 2027-06-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $600744.12     | 0.00%             | 2027-06-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5197925 | PA      | $5201173.79    | 0.03%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8239155 | PA      | $8249453.49    | 0.05%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1328182 | PA      | $1334822.73    | 0.01%             | 2039-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2460000 | PA      | $2459231.99    | 0.02%             | 2041-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $999687.60     | 0.01%             | 2041-03-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4264893 | PA      | $4270223.87    | 0.03%             | 2041-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3237500 | PA      | $3242558.60    | 0.02%             | 2041-03-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3782752 | PA      | $3787479.96    | 0.02%             | 2041-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1283756 | PA      | $1295528.99    | 0.01%             | 2041-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-WPT                                            | CUSIP: 05612JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1382500 | PA      | $1382500.00    | 0.01%             | 2034-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5926973 | PA      | $5930676.90    | 0.04%             | 2034-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11011000 | PA      | $11024763.75   | 0.07%             | 2041-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9162692 | PA      | $9168418.98    | 0.06%             | 2037-06-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6465000 | PA      | $6481162.50    | 0.04%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6042835 | PA      | $6050388.45    | 0.04%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3836721 | PA      | $3845113.40    | 0.02%             | 2041-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                         | BXMT 2025-FL5 Ltd                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12785000 | PA      | $12800776.69   | 0.08%             | 2042-10-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust 2025-1C                                           | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5612000 | PA      | $5764324.27    | 0.04%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                                 | BSPDF 2025-FL2 Issuer LLC                                                        | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8217000 | PA      | $8228651.71    | 0.05%             | 2042-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $10253809.00   | 0.06%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $12590311.25   | 0.08%             | 2042-11-05      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                   | BRES Commercial Mortgage Trust 2025-ATCAP                                        | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6581000 | PA      | $6607674.11    | 0.04%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-OMG                                                                | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5394000 | PA      | $5412296.99    | 0.03%             | 2042-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5985000 | PA      | $6013015.19    | 0.04%             | 2044-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                   | BOCA Commercial Mortgage Trust 2025-BOCA                                         | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13350000 | PA      | $13433437.50   | 0.08%             | 2042-12-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15315000 | PA      | $15575060.95   | 0.10%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                    | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4291846 | PA      | $4295869.36    | 0.03%             | 2041-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2021-1 Ltd                                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500390.60    | 0.01%             | 2034-04-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2022-3 Ltd                                               | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $10010909.00   | 0.06%             | 2035-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2024-6 Ltd                                               | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753119.63     | 0.00%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686GAA2<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5018779.00    | 0.03%             | 2039-01-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1002526.00    | 0.01%             | 2037-04-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                      | Balboa Bay Loan Funding 2021-1 Ltd                                               | CUSIP: 05765XAL5<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5002501.50    | 0.03%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       556000 | PA      | $511929.49     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      4484000 | PA      | $4616799.58    | 0.03%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006601.20    | 0.01%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 2019-2 Ltd                                                         | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |      1420000 | PA      | $1425396.00    | 0.01%             | 2038-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 15 Ltd                                                             | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251032.80     | 0.00%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 20 Ltd                                                             | CUSIP: 05876CBN2<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00    | 0.01%             | 2036-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 28 Ltd                                                             | CUSIP: 05876HAE2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $503475.95     | 0.00%             | 2038-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                         | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |       468000 | PA      | $503914.32     | 0.00%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      3227000 | PA      | $3471535.61    | 0.02%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BANCO MERCANTIL DE NORTE                                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       758000 | PA      | $800069.00     | 0.00%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                         | Boxer Parent Company Inc 2025 EUR Term Loan B                                    | CUSIP: 05988HAP2<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      1970088 | PA      | $2279360.05    | 0.01%             | 2031-07-30      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8580000 | PA      | $8756757.95    | 0.05%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                        | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $416089.21     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2025-BNK51                                                                  | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        25000 | PA      | $25741.49      | 0.00%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2188704 | PA      | $2306475.32    | 0.01%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust 2025-NQM7                                           | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19104023 | PA      | $19653484.97   | 0.12%             | 2064-12-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                 | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      1291000 | PA      | $1382661.00    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                   | Bardot CLO Ltd                                                                   | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |       935681 | PA      | $935378.46     | 0.01%             | 2032-10-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2464759 | PA      | $2483875.59    | 0.02%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13166915 | PA      | $13324084.69   | 0.08%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust 2025-NQM5                                           | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16313769 | PA      | $16160946.74   | 0.10%             | 2055-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                       | Barings Equipment Finance LLC 2025-A                                             | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6409000 | PA      | $6595041.09    | 0.04%             | 2050-06-13      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion Clo XV Ltd                                                             | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      3592544 | PA      | $3592770.51    | 0.02%             | 2033-01-17      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO IX Ltd                                                             | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |      1878762 | PA      | $1878202.36    | 0.01%             | 2031-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO X Ltd                                                              | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |      4990887 | PA      | $4995319.56    | 0.03%             | 2035-01-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO XII Ltd                                                            | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      1170000 | PA      | $1171888.15    | 0.01%             | 2031-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      6791000 | PA      | $7079617.50    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                          | BDS 2025-FL14 LLC                                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7895000 | PA      | $7873750.61    | 0.05%             | 2042-10-17      | Floating      | 4.96%                 | No            |                  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        |      9140000 | PA      | $9142678.93    | 0.06%             | 2035-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Mortgage Pass-Through Trust 2006-SP1                          | CUSIP: 07324MAH8<br>LEI: 549300LFP60SWPOYB540 | Long             | ABS-MBS          | CORP              | US        |       875357 | PA      | $856402.88     | 0.01%             | 2036-04-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2973000 | PA      | $3101560.84    | 0.02%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6649000 | PA      | $6958477.04    | 0.04%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1964000 | PA      | $2070030.08    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2100000 | PA      | $2183471.64    | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2385000 | PA      | $2007583.77    | 0.01%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      7864772 | PA      | $8653926.68    | 0.05%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Bear Stearns Asset Backed Securities Trust                       | Bear Stearns Asset Backed Securities I Trust 2006-HE9                            | CUSIP: 07389MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2036091 | PA      | $2062699.97    | 0.01%             | 2036-11-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                                      | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403CAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2012968.80    | 0.01%             | 2037-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47214000 | PA      | $49160008.58   | 0.30%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5026000 | PA      | $5207277.77    | 0.03%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       461000 | PA      | $483510.63     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BELRON UK FINANCE PLC                                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      1567000 | PA      | $1596837.69    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                            | Belron UK Finance PLC 2024 EUR Incremental Term Loan B                           | CUSIP: 08078UAL7<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | GB        |      3377200 | PA      | $4006084.83    | 0.02%             | 2031-10-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2996407 | PA      | $52108.72      | 0.00%             | 2056-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXVIII Ltd                                           | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1004300.20    | 0.01%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXVII Ltd                                            | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |      7500000 | PA      | $7533900.00    | 0.05%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO IV Ltd                                               | CUSIP: 08180FCN9<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000450.30    | 0.01%             | 2038-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3340000 | PA      | $3350516.32    | 0.02%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XVI Ltd                                              | CUSIP: 08181VBG9<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251349.35     | 0.00%             | 2038-01-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002692.30    | 0.01%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251248.15     | 0.00%             | 2037-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1409828.98    | 0.01%             | 2038-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXIV Ltd                                             | CUSIP: 08182NAJ1<br>LEI: 254900F6RDYGOMBGPF86 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001201.30    | 0.01%             | 2034-10-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners Clo XXXV Ltd                                             | CUSIP: 08182YAG3<br>LEI: 254900U0SNDVHNBLRW07 | Long             | ABS-CBDO         | CORP              | JE        |       375000 | PA      | $378031.43     | 0.00%             | 2037-04-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9172000 | PA      | $9212169.69    | 0.06%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013627.20    | 0.01%             | 2038-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXIX                                                 | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |      7750000 | PA      | $7767050.00    | 0.05%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXIX                                                 | CUSIP: 08186EAN8<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1002482.20    | 0.01%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners Clo 41 Ltd                                               | CUSIP: 08186GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024115.00    | 0.03%             | 2038-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XVIII Ltd                                            | CUSIP: 08186PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7024901.80    | 0.04%             | 2038-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners Clo XXII Ltd                                             | CUSIP: 08186UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005639.60    | 0.01%             | 2035-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250250.68     | 0.00%             | 2034-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXV Ltd                                              | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6503553.55    | 0.04%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO 42 Ltd                                               | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024220.00    | 0.03%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO 44 Ltd                                               | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008280.00    | 0.01%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO XXXIX Ltd                                            | CUSIP: 081930AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1550000 | PA      | $1558720.15    | 0.01%             | 2038-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                              | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1380000 | PA      | $1442872.80    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO LTD                                            | Bethpage Park CLO Ltd                                                            | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000667.60    | 0.01%             | 2035-01-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO LTD                                            | Bethpage Park CLO Ltd                                                            | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3488718.45    | 0.02%             | 2036-10-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5340000 | PA      | $5351681.25    | 0.03%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4576000 | PA      | $4592552.76    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12050000 | PA      | $12398122.09   | 0.08%             | 2042-10-10      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                              | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16846000 | PA      | $16951287.50   | 0.10%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                             | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |       468000 | PA      | $476484.84     | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19000000 | PA      | $19060855.10   | 0.12%             | 2038-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501435.55     | 0.00%             | 2038-01-19      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 4 Ltd                                                            | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003650.90    | 0.01%             | 2037-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |      6540000 | PA      | $6575813.04    | 0.04%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 2 Ltd                                                            | CUSIP: 09077LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1009800.40    | 0.01%             | 2037-10-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 7 Ltd                                                            | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |     16000000 | PA      | $16054832.00   | 0.10%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 8 Ltd                                                            | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |      5670000 | PA      | $5679973.53    | 0.03%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 8 Ltd                                                            | CUSIP: 09077TAG0<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |      2200000 | PA      | $2212551.22    | 0.01%             | 2037-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 8 Ltd                                                            | CUSIP: 09077UAA0<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1005793.40    | 0.01%             | 2037-04-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove Clo 11 Ltd                                                           | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |      1650000 | PA      | $1656606.60    | 0.01%             | 2038-01-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $452103.39     | 0.00%             | 2038-01-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                         | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2024000 | PA      | $2109186.11    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                         | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        41000 | PA      | $43468.61      | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO XXIV Ltd                                                        | CUSIP: 09609NAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250124.00     | 0.00%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                               | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1012409.20    | 0.01%             | 2037-10-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                               | Blueberry Park CLO Ltd                                                           | CUSIP: 09609VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1008304.90    | 0.01%             | 2037-10-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |       437812 | PA      | $438122.54     | 0.00%             | 2031-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2015-4 Ltd                                                      | CUSIP: 09628NAY8<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |      4333720 | PA      | $4334720.48    | 0.03%             | 2030-04-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |       794714 | PA      | $794726.48     | 0.00%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAY0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001228.30    | 0.01%             | 2030-11-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO XXII Ltd                                                        | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       175353 | PA      | $175427.19     | 0.00%             | 2031-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO XXII Ltd                                                        | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250362.55     | 0.00%             | 2031-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2018-2 Ltd                                                      | CUSIP: 09629VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1293789 | PA      | $1293840.88    | 0.01%             | 2031-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2018-2 Ltd                                                      | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250750.03     | 0.00%             | 2031-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3112984 | PA      | $3112839.46    | 0.02%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1650000 | PA      | $1654125.00    | 0.01%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |      2900000 | PA      | $2902636.10    | 0.02%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        12300 | NS      | $919056.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO                                                        | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     11542000 | PA      | $8452834.95    | 0.05%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      4887000 | PA      | $5237236.63    | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       995000 | PA      | $1056355.68    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2146000 | PA      | $2252695.32    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BOYD GAMING CORP                                                 | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       706000 | PA      | $705732.07     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BOYD GAMING CORP                                                 | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       180000 | PA      | $175342.20     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAE5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      4186000 | PA      | $4255772.25    | 0.03%             | 2063-10-25      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-NQM4                                        | CUSIP: 10568NAA0<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |      1283503 | PA      | $1278572.66    | 0.01%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-NQM4                                        | CUSIP: 10568NAB8<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |       855668 | PA      | $851623.30     | 0.01%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2021-NQM3                                        | CUSIP: 105690AC5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      1356662 | PA      | $1272362.54    | 0.01%             | 2060-04-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2021-NQM2                                        | CUSIP: 10569EAC5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |       207439 | PA      | $204104.38     | 0.00%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAA8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      1444888 | PA      | $1444982.55    | 0.01%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-NQM2                                        | CUSIP: 10569KAE7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1322261.07    | 0.01%             | 2064-02-25      | Fixed         | 7.91%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |       916119 | PA      | $927331.15     | 0.01%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust Series 2025-NQM1                                 | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     10862365 | PA      | $10972484.68   | 0.07%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |      2709878 | PA      | $2743551.48    | 0.02%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-CES2                                        | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |      3821424 | PA      | $3854507.24    | 0.02%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |     11715840 | PA      | $11844477.75   | 0.07%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-NQM8                                        | CUSIP: 10571DAB5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      9387946 | PA      | $9308608.72    | 0.06%             | 2053-08-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1256000 | PA      | $1293680.00    | 0.01%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust 2025-Nqm3                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |      1084070 | PA      | $1095095.95    | 0.01%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                       | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5355000 | PA      | $5375690.65    | 0.03%             | 2042-12-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                       | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10189000 | PA      | $10454567.22   | 0.06%             | 2042-12-10      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                       | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4100000 | PA      | $4237132.41    | 0.03%             | 2042-12-10      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                            | Breakwater Energy Holdings Sarl                                                  | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      4525000 | PA      | $4750286.18    | 0.03%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                                                | Bridge Street CLO V Ltd                                                          | CUSIP: 107921AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3800000 | PA      | $3822040.76    | 0.02%             | 2038-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                                                | Bridge Street CLO VI Ltd                                                         | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5021580.00    | 0.03%             | 2039-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                                                | Bridge Street CLO III Ltd                                                        | CUSIP: 10806YAN0<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007830.00    | 0.01%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                   | Brink's Co/The                                                                   | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       984000 | PA      | $983906.62     | 0.01%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                   | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      2376000 | PA      | $2451224.16    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                   | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       974000 | PA      | $1013850.24    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                         | British Telecommunications PLC                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       291000 | PA      | $288791.95     | 0.00%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                         | British Telecommunications PLC                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      1042000 | PA      | $1016773.60    | 0.01%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5334000 | PA      | $4979510.89    | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002600.40    | 0.01%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765AAY5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751504.43     | 0.00%             | 2038-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765ABA6<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1489221.00    | 0.01%             | 2038-04-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2024-25 Ltd                                                  | CUSIP: 117913AA1<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2510459.00    | 0.02%             | 2038-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2024-25 Ltd                                                  | CUSIP: 117913AE3<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1505667.15    | 0.01%             | 2038-01-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      2483000 | PA      | $2454397.83    | 0.01%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      3197000 | PA      | $3323709.90    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       904000 | PA      | $900704.56     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1263000 | PA      | $1203806.73    | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      3311000 | PA      | $3412296.73    | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      4426000 | PA      | $4579484.83    | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105062.90     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2501085 | PA      | $2508119.37    | 0.02%             | 2039-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       722393 | PA      | $725101.97     | 0.00%             | 2039-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                               | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5130000 | PA      | $5131330.72    | 0.03%             | 2035-06-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY Trust 2025-1535                                                             | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5867000 | PA      | $6049498.32    | 0.04%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8992503 | PA      | $9009364.28    | 0.05%             | 2041-05-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10203210 | PA      | $10225529.45   | 0.06%             | 2041-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5750000 | PA      | $5758984.38    | 0.04%             | 2041-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5385000 | PA      | $5385000.00    | 0.03%             | 2039-01-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2450000 | PA      | $2450000.00    | 0.01%             | 2039-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8057328 | PA      | $8072435.89    | 0.05%             | 2040-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5539583 | PA      | $5553432.23    | 0.03%             | 2040-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8242000 | PA      | $8252302.50    | 0.05%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4815865 | PA      | $4815864.75    | 0.03%             | 2040-12-09      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                              | Cbam 2018-7 Ltd                                                                  | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300366.21     | 0.00%             | 2031-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 12489WHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3287897 | PA      | $3312269.98    | 0.02%             | 2033-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1826000 | PA      | $1826747.53    | 0.01%             | 2027-05-01      | Fixed         | 5.13%                 | 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        |      1394000 | PA      | $1386324.91    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3906174.36    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12280000 | PA      | $11731096.28   | 0.07%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2487000 | PA      | $2337384.32    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8261000 | PA      | $7563318.07    | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9634000 | PA      | $8429441.23    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4195000 | PA      | $3543476.98    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10432000 | PA      | $9528434.72    | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2563000 | PA      | $2587499.72    | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4418000 | PA      | $4544421.07    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        51000 | PA      | $51492.54      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1324000 | PA      | $1325587.44    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                              | CBAM 2020-13 Ltd                                                                 | CUSIP: 12511AAC8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002555.40    | 0.01%             | 2034-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                     | CD 2018-CD7 Mortgage Trust                                                       | CUSIP: 12512JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       430000 | PA      | $421850.86     | 0.00%             | 2051-08-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                                        | CBAM 2018-5 Ltd                                                                  | CUSIP: 12516LAC9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011181.60    | 0.02%             | 2038-10-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Centragas                                                        | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7335000 | PA      | $7440444.29    | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                                       | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       300000 | PA      | $297097.62     | 0.00%             | 2039-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                        | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $467227.75     | 0.00%             | 2039-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2024-HB14 LLC                                                               | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |       314718 | PA      | $304790.98     | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2024-R1 LLC                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3641319 | PA      | $3604995.21    | 0.02%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       435000 | PA      | $432709.03     | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1273806.03    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      7402000 | PA      | $7968534.28    | 0.05%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     13110000 | PA      | $13668263.13   | 0.08%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAL0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2258396.33    | 0.01%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAS5<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      3730000 | PA      | $3754728.41    | 0.02%             | 2037-07-23      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2020-II Ltd                                                         | CUSIP: 12547LAL2<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      2840000 | PA      | $2844659.30    | 0.02%             | 2034-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2017-III Ltd                                                        | CUSIP: 12548JAU6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3018087.90    | 0.02%             | 2037-04-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2014 Ltd                                                            | CUSIP: 12549JBC4<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |      4025000 | PA      | $4030895.82    | 0.02%             | 2031-01-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2014-III Ltd                                                        | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002200.00    | 0.01%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |      4170000 | PA      | $4184040.39    | 0.03%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |      3841000 | PA      | $3860062.88    | 0.02%             | 2038-10-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAN3<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |       640000 | PA      | $644653.95     | 0.00%             | 2038-10-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAS2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3020436.60    | 0.02%             | 2038-10-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | Cifc Funding 2014-IV-R Ltd                                                       | CUSIP: 12552FBJ1<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3016351.80    | 0.02%             | 2035-01-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      1370000 | PA      | $1374109.73    | 0.01%             | 2034-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-II Ltd                                                         | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009370.00    | 0.01%             | 2038-10-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-II Ltd                                                         | CUSIP: 12554ABJ0<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |      4450000 | PA      | $4476307.51    | 0.03%             | 2038-10-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-III Ltd                                                        | CUSIP: 12554VBE5<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |      1820000 | PA      | $1830234.77    | 0.01%             | 2038-01-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-V Ltd                                                          | CUSIP: 12554XBE1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2016960.60    | 0.01%             | 2038-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-V Ltd                                                          | CUSIP: 12554XBG6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      3440000 | PA      | $3463566.41    | 0.02%             | 2038-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAN6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      2745000 | PA      | $2747058.75    | 0.02%             | 2036-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      5200000 | PA      | $5221122.92    | 0.03%             | 2037-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                          | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4008576.00    | 0.02%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                          | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       942000 | PA      | $927372.25     | 0.01%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                          | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3321271 | PA      | $3454089.52    | 0.02%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAW6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     10060000 | PA      | $10096044.98   | 0.06%             | 2038-10-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-I Ltd                                                          | CUSIP: 12563EAQ6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251756.13     | 0.00%             | 2037-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-III Ltd                                                        | CUSIP: 12564DAJ3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003503.30    | 0.01%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R6                                                                | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5862794 | PA      | $5438382.51    | 0.03%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2022-IV Ltd                                                         | CUSIP: 12567WAS8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2100332.01    | 0.01%             | 2035-07-16      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2023-I1                                                                | CUSIP: 12570DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5095000 | PA      | $5124425.46    | 0.03%             | 2058-04-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2023-I2                                                                | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       619895 | PA      | $622364.86     | 0.00%             | 2067-12-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2023-I2                                                                | CUSIP: 12570HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5095000 | PA      | $5098612.10    | 0.03%             | 2067-12-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2022-I Ltd                                                          | CUSIP: 12570LAA6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      7750000 | PA      | $7759537.15    | 0.05%             | 2035-04-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2025-I1                                                                | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2918621 | PA      | $2949256.74    | 0.02%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2025-I1                                                                | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3560870 | PA      | $3613986.79    | 0.02%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAA2<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001197.40    | 0.01%             | 2038-04-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2513546.00    | 0.02%             | 2038-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2025-IV Ltd                                                         | CUSIP: 12575MAA9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005119.00    | 0.01%             | 2038-10-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                          | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9606000 | PA      | $9618007.50    | 0.06%             | 2037-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                          | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4905000 | PA      | $4917262.50    | 0.03%             | 2037-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9708000 | PA      | $9800388.12    | 0.06%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PAZ4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       900000 | PA      | $885809.61     | 0.01%             | 2049-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       915000 | PA      | $878227.61     | 0.01%             | 2052-06-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        72000 | PA      | $67981.94      | 0.00%             | 2052-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2020-AFC1 Trust                                                             | CUSIP: 12597MAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      3661712 | PA      | $3529104.52    | 0.02%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      2019855 | PA      | $2028900.18    | 0.01%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-4 Mortgage Loan Trust                                                  | CUSIP: 12598WAD4<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2033544.80    | 0.01%             | 2068-10-25      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAJ7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000000.00    | 0.01%             | 2037-01-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-INV2 Mortgage Loan Trust                                               | CUSIP: 12622SAE1<br>LEI: 2138001M5YM45SK1QW14 | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1937876.31    | 0.01%             | 2069-05-25      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | Csmc 2022-Nqm1 Trust                                                             | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      7367404 | PA      | $6857140.56    | 0.04%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Trust 2015-WIN1                                                             | CUSIP: 12649KAP2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       127549 | PA      | $119995.91     | 0.00%             | 2044-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Trust 2015-3                                                                | CUSIP: 12649XAH2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       120364 | PA      | $113452.31     | 0.00%             | 2045-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1227283.17    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1501000 | PA      | $1570380.72    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                                     | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAC8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1518747 | PA      | $1510524.61    | 0.01%             | 2059-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2020-2R Mortgage Loan Trust                                                 | CUSIP: 12656GAA4<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |       662450 | PA      | $631212.34     | 0.00%             | 2065-10-26      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2021-2R Mortgage Loan Trust                                                 | CUSIP: 12656YAC1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |       774735 | PA      | $712288.35     | 0.00%             | 2054-07-27      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-AFC1 Trust                                                             | CUSIP: 12657LAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      2105773 | PA      | $1772974.55    | 0.01%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3256000 | PA      | $3237835.66    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAA8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1505000 | PA      | $1494830.56    | 0.01%             | 2038-11-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2022-3 Mortgage Loan Trust                                                  | CUSIP: 12659YAA2<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |       130545 | PA      | $128768.95     | 0.00%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | Csmc 2021-Nqm6 Trust                                                             | CUSIP: 12662KAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      5158049 | PA      | $4484404.96    | 0.03%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       789000 | PA      | $788479.42     | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      5162000 | PA      | $5380079.01    | 0.03%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      3601000 | PA      | $3593424.36    | 0.02%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       859000 | PA      | $893006.09     | 0.01%             | 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        |      5494000 | PA      | $5750273.12    | 0.04%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                            | CWABS Asset-Backed Certificates Trust 2004-9                                     | CUSIP: 126673GD8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      1936556 | PA      | $1738209.85    | 0.01%             | 2034-08-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2004-J13                                                  | CUSIP: 12667FD51<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      3420432 | PA      | $3292215.56    | 0.02%             | 2035-02-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                            | CWABS Asset-Backed Certificates Trust 2006-25                                    | CUSIP: 12668HAF7<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      2161793 | PA      | $2102869.96    | 0.01%             | 2037-06-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                           | CHL Mortgage Pass-Through Trust 2007-J1                                          | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4844865 | PA      | $1692461.52    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      8550000 | PA      | $8680893.66    | 0.05%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-4 Mortgage Loan Trust                                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |     10772227 | PA      | $10926680.96   | 0.07%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                   | CQS US CLO 2025-4 Ltd                                                            | CUSIP: 12674KAC9<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5015730.00    | 0.03%             | 2036-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAA9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      5783000 | PA      | $5783717.67    | 0.04%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      2395000 | PA      | $2388326.81    | 0.01%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-9 Mortgage Loan Trust                                                  | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |      2900000 | PA      | $2932364.58    | 0.02%             | 2070-09-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-10 Mortgage Loan Trust                                                 | CUSIP: 12675XAJ5<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3027414.60    | 0.02%             | 2070-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                           | CSTL Commercial Mortgage Trust 2025-GATE2                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2910000 | PA      | $2892207.68    | 0.02%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-11 Mortgage Loan Trust                                                 | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |     12447941 | PA      | $12505519.78   | 0.08%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-11 Mortgage Loan Trust                                                 | CUSIP: 12676KAJ2<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2015993.40    | 0.01%             | 2070-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      5059000 | PA      | $4858472.37    | 0.03%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      3431000 | PA      | $3542919.22    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      2562000 | PA      | $2619709.05    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1911000 | PA      | $1859133.55    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Colony American Finance Ltd                                      | CAFL 2024-RTL1 Issuer LLC                                                        | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3039583.20    | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                              | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4580000 | PA      | $4588587.50    | 0.03%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                         | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2390000 | PA      | $2383294.14    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       386000 | PA      | $405987.13     | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      3364000 | PA      | $3393216.34    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | California Street CLO IX LP                                                      | CUSIP: 13079WDC9<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |       483963 | PA      | $484124.65     | 0.00%             | 2032-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      3664000 | PA      | $3660791.80    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2611000 | PA      | $2609709.25    | 0.02%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                           | Canyon CLO 2020-3 Ltd                                                            | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250924.10     | 0.00%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                           | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13876XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250705.25     | 0.00%             | 2034-04-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                           | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAA6<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |       229306 | PA      | $229414.11     | 0.00%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                           | Canyon Capital CLO 2022-2 Ltd                                                    | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2835000 | PA      | $2842621.05    | 0.02%             | 2038-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                           | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       361062 | PA      | $361230.95     | 0.00%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                           | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13450000 | PA      | $13467261.73   | 0.08%             | 2034-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      4375000 | PA      | $4314058.70    | 0.03%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle US CLO 2022-3 Ltd                                                        | CUSIP: 143111AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6013466.40    | 0.04%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle US CLO 2022-3 Ltd                                                        | CUSIP: 143111AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250949.80     | 0.00%             | 2037-04-20      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2022-2 LTD                                                        | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004200.00    | 0.01%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle Global Market Strategies CLO 2015-1 Ltd                                  | CUSIP: 14311DBN5<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |       190796 | PA      | $190845.72     | 0.00%             | 2031-07-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle Global Market Strategies CLO 2015-1 Ltd                                  | CUSIP: 14311DBQ8<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500689.35     | 0.00%             | 2031-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2771022.38    | 0.02%             | 2038-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3013493.40    | 0.02%             | 2038-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006521.10    | 0.01%             | 2037-10-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2019-2 LTD                                                        | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3014163.00    | 0.02%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2021-2 LTD                                                        | CUSIP: 14316KAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1405000 | PA      | $1406662.96    | 0.01%             | 2038-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2021-4 LTD                                                        | CUSIP: 14316TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       580000 | PA      | $581705.14     | 0.00%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle US CLO 2021-7 LTD                                                        | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6350000 | PA      | $6370761.96    | 0.04%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | CARLYLE US CLO 2023-1 LTD                                                        | CUSIP: 14318RAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1762967.68    | 0.01%             | 2037-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                   | Carrington Mortgage Loan Trust Series 2006-RFC1                                  | CUSIP: 14453EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1234190 | PA      | $1093627.63    | 0.01%             | 2036-05-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                   | CarVal CLO I Ltd                                                                 | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1075054 | PA      | $1076380.64    | 0.01%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                   | CarVal CLO II Ltd                                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       837503 | PA      | $837639.71     | 0.01%             | 2032-04-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                   | CarVal CLO IV Ltd                                                                | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9044010.00    | 0.06%             | 2038-03-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust 2021-MH1                                                  | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       240765 | PA      | $220145.92     | 0.00%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                             | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       149000 | PA      | $149014.30     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                             | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       190000 | PA      | $182439.05     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Cedar Funding Ltd                                                | Cedar Funding V CLO Ltd                                                          | CUSIP: 15032ABC0<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2758250.00    | 0.02%             | 2039-01-17      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                | Cedar Funding VII Clo Ltd                                                        | CUSIP: 15032FAW6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3515022.00    | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                | Cedar Funding XIX CLO Ltd                                                        | CUSIP: 15033CAC6<br>LEI: 213800XI96J5YS3DBD91 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004137.40    | 0.01%             | 2038-01-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                | Cedar Funding XI Clo Ltd                                                         | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |      1381528 | PA      | $1382024.69    | 0.01%             | 2032-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $551950.63     | 0.00%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       560000 | PA      | $588828.80     | 0.00%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1353000 | PA      | $1411571.37    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1649000 | PA      | $1731090.52    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1905000 | PA      | $2015312.84    | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2259000 | PA      | $2298331.34    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5524000 | PA      | $5595502.66    | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1273000 | PA      | $1302118.60    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2922000 | PA      | $2973374.60    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                                  | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       468000 | PA      | $490698.00     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                          | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       747000 | PA      | $706979.48     | 0.00%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CENTURY COMMUNITIES                                              | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      2648000 | PA      | $2520045.44    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                              | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       573000 | PA      | $580317.78     | 0.00%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| CHARLES RIVER LABORATORI                                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      1887000 | PA      | $1860357.82    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      1669000 | PA      | $1609864.49    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       614000 | PA      | $581917.52     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10464000 | PA      | $6387160.62    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2024-3                                  | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2924967 | PA      | $2958434.35    | 0.02%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2025-12                                 | CUSIP: 16160CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14081535 | PA      | $14134431.13   | 0.09%             | 2056-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2024-1                                  | CUSIP: 16160DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1274342 | PA      | $1294752.07    | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2024-1                                  | CUSIP: 16160DAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       542339 | PA      | $547490.85     | 0.00%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1104160 | PA      | $1117852.30    | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      2872000 | PA      | $2678115.07    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      6777000 | PA      | $6794850.35    | 0.04%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Chesapeake Funding II LLC                                        | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |        34433 | PA      | $34591.57      | 0.00%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                        | Chesapeake Funding II LLC                                                        | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |       165923 | PA      | $167664.98     | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      2937000 | PA      | $2894413.50    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1148000 | PA      | $1021720.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                         | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4120000 | PA      | $4285006.00    | 0.03%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  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        |      1759850 | PA      | $1708768.31    | 0.01%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      5503000 | PA      | $5484216.61    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1276000 | PA      | $1275774.79    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       721000 | PA      | $742870.81     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2260927.80    | 0.01%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2517298.75    | 0.02%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |       320000 | PA      | $320716.51     | 0.00%             | 2037-04-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-VII Ltd                                                        | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5020500.00    | 0.03%             | 2038-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1433580.21    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CINEMARK USA INC                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      3141000 | PA      | $3250074.37    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CIPHER COMPUTE LLC                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2346000 | PA      | $2417344.21    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       383583 | PA      | $382214.94     | 0.00%             | 2049-04-10      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       425000 | PA      | $422683.96     | 0.00%             | 2051-06-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2310000 | PA      | $2377493.35    | 0.01%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     40455000 | PA      | $39930420.02   | 0.24%             | 2030-09-09      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     24587000 | PA      | $24515451.83   | 0.15%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8565000 | PA      | $8729925.16    | 0.05%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       833000 | PA      | $751422.56     | 0.00%             | 2042-11-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8291000 | PA      | $8581433.73    | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4432000 | PA      | $4182842.27    | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CLEAN HARBORS INC                                                | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      1564000 | PA      | $1601437.47    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       675000 | PA      | $689613.75     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      6469000 | PA      | $6810996.62    | 0.04%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2759000 | PA      | $2877093.48    | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1716000 | PA      | $1823313.49    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      1410000 | PA      | $1409006.09    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      2056000 | PA      | $1925554.00    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      3840000 | PA      | $3940746.24    | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      3014000 | PA      | $3132169.90    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1497000 | PA      | $1562180.88    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5372000 | PA      | $5626240.64    | 0.03%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     11236000 | PA      | $11345790.21   | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     12892000 | PA      | $13112234.04   | 0.08%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2564000 | PA      | $2457815.79    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Fort Greene Park CLO                                             | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $992691.30     | 0.01%             | 2034-04-22      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1716000 | PA      | $1731117.96    | 0.01%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      6302000 | PA      | $6306513.93    | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       613000 | PA      | $620969.00     | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       687000 | PA      | $692361.63     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       437000 | PA      | $435120.94     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      1389000 | PA      | $1380656.14    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      5538000 | PA      | $5085343.26    | 0.03%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      3698000 | PA      | $3710421.58    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       302242 | PA      | $277580.29     | 0.00%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       957829 | PA      | $948363.54     | 0.01%             | 2055-07-26      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       138204 | PA      | $128551.87     | 0.00%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        67924 | PA      | $63957.30      | 0.00%             | 2055-07-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2021-B LLC                                             | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       734075 | PA      | $724769.91     | 0.00%             | 2052-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2423000 | PA      | $2607148.00    | 0.02%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2023000 | PA      | $2116563.75    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       814000 | PA      | $871997.50     | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       634000 | PA      | $665066.00     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                             | Colombia Government International Bond                                           | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1208000 | PA      | $1202564.00    | 0.01%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                             | Colombia Government International Bond                                           | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       360000 | PA      | $359640.00     | 0.00%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-5 Mortgage Loan Trust                                                  | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |      5085478 | PA      | $5106439.21    | 0.03%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2021-1RMortgage Pass-Through Certificates                                   | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2652402 | PA      | $2433401.63    | 0.01%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |       545056 | PA      | $506120.66     | 0.00%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAF8<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |       582000 | PA      | $505814.75     | 0.00%             | 2066-12-27      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-1 Mortgage Loan Trust                                                  | CUSIP: 19688NAA6<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |       232807 | PA      | $233014.15     | 0.00%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-INV4 Mortgage Loan Trust                                               | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |      7107956 | PA      | $7193363.30    | 0.04%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |        69695 | PA      | $70488.27      | 0.00%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAD1<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2024111.60    | 0.01%             | 2068-09-25      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |       944929 | PA      | $951114.82     | 0.01%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-3 Mortgage Loan Trust                                                  | CUSIP: 19688VAE0<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2060461.20    | 0.01%             | 2069-06-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      4397098 | PA      | $4431268.23    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |      6309305 | PA      | $6372013.49    | 0.04%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |      7358469 | PA      | $7440915.86    | 0.05%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAE1<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1416952.32    | 0.01%             | 2070-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAE9<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |      2670932 | PA      | $2714076.90    | 0.02%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2026-1 Mortgage Loan Trust                                                  | CUSIP: 196926AM1<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |       282353 | PA      | $281791.15     | 0.00%             | 2071-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       582000 | PA      | $585026.40     | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAA2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      7215000 | PA      | $7212745.31    | 0.04%             | 2041-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      3566000 | PA      | $3563771.25    | 0.02%             | 2041-06-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      3731000 | PA      | $3742953.00    | 0.02%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      1029000 | PA      | $1046181.21    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                              | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5205000 | PA      | $5223502.21    | 0.03%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                               | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6203000 | PA      | $6175160.94    | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80510.08      | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      2389000 | PA      | $2330943.24    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      7934000 | PA      | $7943838.16    | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                     | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1013000 | PA      | $1021133.98    | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6278000 | PA      | $6278000.00    | 0.04%             | 2041-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       690000 | PA      | $689498.65     | 0.00%             | 2041-08-15      | Floating      | 7.57%                 | 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        |      6039000 | PA      | $6409595.31    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CONTINUUM ENERGY PTE LTD                                         | CONTINUUM ENERGY PTE LTD                                                         | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      1818383 | PA      | $1813837.04    | 0.01%             | 2027-09-11      | Variable      | 12.85%                | No            |                  3 | On Loan: —       |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      7772000 | PA      | $7650742.50    | 0.05%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      6731000 | PA      | $6544269.94    | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       695000 | PA      | $697276.13     | 0.00%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                         | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       561000 | PA      | $579120.30     | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                            | Costa Rica Government International Bond                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1022000 | PA      | $1138763.50    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       797000 | PA      | $850399.00     | 0.01%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      2493000 | PA      | $2413412.99    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $157180.65     | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6814000 | PA      | $6820687.06    | 0.04%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| CreekSource (Dunes Creek) CLO Ltd                                | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AJ9<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252628.45     | 0.00%             | 2038-01-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       677393 | PA      | $683454.09     | 0.00%             | 2068-12-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3583430 | PA      | $3621894.87    | 0.02%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5166178 | PA      | $5215557.89    | 0.03%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9830084 | PA      | $9984246.77    | 0.06%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4568662 | PA      | $4621656.80    | 0.03%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H7 Mortgage Trust                                                     | CUSIP: 22757JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2878400 | PA      | $2894389.51    | 0.02%             | 2070-09-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2023-H2 Mortgage Trust                                                     | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       477601 | PA      | $483384.34     | 0.00%             | 2068-11-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1119000 | PA      | $1135773.81    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2334000 | PA      | $2353189.14    | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-CES1 Mortgage Trust                                                   | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4024925 | PA      | $4066450.98    | 0.02%             | 2060-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H8 Mortgage Trust                                                     | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9688167 | PA      | $9736377.44    | 0.06%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9536595 | PA      | $9658456.74    | 0.06%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2979333 | PA      | $3020146.58    | 0.02%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2090511 | PA      | $2111364.68    | 0.01%             | 2070-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H6 Mortgage Trust                                                     | CUSIP: 22758TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1636364 | PA      | $1647246.80    | 0.01%             | 2070-07-25      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H6 Mortgage Trust                                                     | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6452481 | PA      | $6479955.70    | 0.04%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                            | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      2613000 | PA      | $2605680.73    | 0.02%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                                 | Crown City CLO I                                                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |      5800000 | PA      | $5830815.40    | 0.04%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                              | Crown Point CLO 11 Ltd                                                           | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006549.80    | 0.01%             | 2038-02-28      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                              | Crown Point CLO 8 Ltd                                                            | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250393.68     | 0.00%             | 2034-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                           | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8000000 | PA      | $8014400.00    | 0.05%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Trust 2013-TH1                                                              | CUSIP: 22944PAA5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1128335 | PA      | $1006162.71    | 0.01%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                           | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7880000 | PA      | $7936044.14    | 0.05%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1906868.39    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      2184000 | PA      | $2327637.31    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                               | CWHEQ Revolving Home Equity Loan Trust Series 2006-F                             | CUSIP: 23242LAA1<br>LEI: 254900WKCCG7QRE77W83 | Long             | ABS-O            | CORP              | US        |      1105435 | PA      | $1053638.27    | 0.01%             | 2036-07-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8303000 | PA      | $8318568.13    | 0.05%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2025-LXP                                                                | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3764000 | PA      | $3775762.50    | 0.02%             | 2037-08-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                            | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      5263000 | PA      | $5251629.29    | 0.03%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  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        |     12748000 | PA      | $12771902.50   | 0.08%             | 2042-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                              | DBGS 2024-SBL                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7820000 | PA      | $7820000.00    | 0.05%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                              | DBWF 2024-LCRS Mortgage Trust                                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1999375.00    | 0.01%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                          | DBJPM 2017-C6 Mortgage Trust                                                     | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $242251.90     | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| DPL INC/OHIO                                                     | DPL LLC/Ohio                                                                     | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       390000 | PA      | $385459.54     | 0.00%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4910000 | PA      | $4922275.00    | 0.03%             | 2034-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1405250.00    | 0.01%             | 2034-03-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| DGWD Trust                                                       | DGWD Trust 2025-INFL                                                             | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7366000 | PA      | $7396274.26    | 0.05%             | 2035-08-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                                       | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1570000 | PA      | $1570072.06    | 0.01%             | 2042-06-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                         | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       201000 | PA      | $192003.16     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                      | Danaos Corp                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      3899000 | PA      | $3904138.88    | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                      | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      1500000 | PA      | $1549263.00    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DARLING INGREDIENTS INC                                          | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      1397000 | PA      | $1397473.58    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      2591000 | PA      | $2625501.76    | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2299695.76    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      2451000 | PA      | $2524632.94    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      8911000 | PA      | $9146143.47    | 0.06%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                     | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2440000 | PA      | $2472185.80    | 0.02%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                     | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3250000 | PA      | $3249621.38    | 0.02%             | 2040-04-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2024-1                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3032932 | PA      | $3069149.45    | 0.02%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1162079 | PA      | $1121440.14    | 0.01%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2025-CES1                                   | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10617902 | PA      | $10712319.24   | 0.07%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2026-INV1                                   | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11224081 | PA      | $11224054.06   | 0.07%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2026-INV1                                   | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       573821 | PA      | $573816.70     | 0.00%             | 2070-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2021-3                                      | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       682052 | PA      | $611466.83     | 0.00%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11282484 | PA      | $11347037.06   | 0.07%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1857200 | PA      | $1867566.15    | 0.01%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2594000 | PA      | $2611135.96    | 0.02%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2977000 | PA      | $3113420.55    | 0.02%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3136000 | PA      | $3224820.93    | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DELTA AIR LINES INC                                              | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     10048000 | PA      | $10220179.92   | 0.06%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DELTA AIR LINES INC                                              | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      8033000 | PA      | $8225641.54    | 0.05%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                              | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      5571000 | PA      | $5499160.62    | 0.03%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| DEVELOPMENT BANK OF KAZA                                         | Development Bank of Kazakhstan JSC                                               | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    337500000 | PA      | $628364.71     | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital CLO 9 Ltd                                                       | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6650000 | PA      | $6663983.62    | 0.04%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7028962.50    | 0.04%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital Clo 2 Ltd                                                       | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011149.50    | 0.02%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital Clo 2 Ltd                                                       | CUSIP: 25255MAL4<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1528749.45    | 0.01%             | 2037-10-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital CLO 4 Ltd                                                       | CUSIP: 25255NBC1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8021600.00    | 0.05%             | 2039-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital CLO 13 Ltd                                                      | CUSIP: 25256GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3010500.00    | 0.02%             | 2039-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                                   | Diamond II Ltd                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |       549000 | PA      | $549000.00     | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $4080399.75    | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital CLO 10 Ltd                                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2260617.75    | 0.01%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                         | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1272000 | PA      | $1322651.04    | 0.01%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| DIRECTV FINANCING LLC                                            | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       938000 | PA      | $950254.78     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| DIRECTV FIN LLC/COINC                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14690000 | PA      | $15132007.41   | 0.09%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      6732000 | PA      | $5200335.36    | 0.03%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      9596000 | PA      | $7919674.76    | 0.05%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       231000 | PA      | $224391.09     | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       401000 | PA      | $370447.81     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4059000 | PA      | $4109774.03    | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1468000 | PA      | $1434236.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1136000 | PA      | $1217792.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    389700000 | PA      | $6787880.92    | 0.04%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       641000 | PA      | $685870.00     | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $880421.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $876152.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-5052051.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-2193284.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-1324792.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-842074.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $2780113.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-964135.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-32846.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $1092145.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $1324797.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $1264301.13    | 0.01%             |  |  |  | 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      | $-111639.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-580874.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $6299.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |            1 | NC      | $23177.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $20265.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-230806.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-15127.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $143581.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |            1 | NC      | $-22204.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |            1 | NC      | $-4420.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $30773.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $1176251.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-881981.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $67791.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ID        |            1 | NC      | $-6158.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $522192.92     | 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      | $-151472.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-514251.71    | -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      | $-8225522.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-18880.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5503404.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-12820463.74  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-71856.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $17328.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $56303.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |            1 | NC      | $158119.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-368753.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-341314.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4999000.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $775706.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |      5884878 | PA      | $5885036.42    | 0.04%             | 2031-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |        36841 | PA      | $36850.02      | 0.00%             | 2030-07-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |        53744 | PA      | $53755.02      | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 42 Senior Loan Fund                                                       | CUSIP: 26244YBE5<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002470.90    | 0.01%             | 2037-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 115 CLO Ltd                                                               | CUSIP: 26248DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3024790.20    | 0.02%             | 2037-04-18      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 61 Clo Ltd                                                                | CUSIP: 26251CBE3<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3002256.30    | 0.02%             | 2032-01-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       245994 | PA      | $246017.98     | 0.00%             | 2031-04-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 60 CLO Ltd                                                                | CUSIP: 26251NAB6<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |       510195 | PA      | $510457.09     | 0.00%             | 2031-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 72 CLO Ltd                                                                | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1523128 | PA      | $1523889.85    | 0.01%             | 2032-05-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 113 CLO Ltd                                                               | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3003045.90    | 0.02%             | 2037-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 121 CLO Ltd                                                               | CUSIP: 26253VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1009048.10    | 0.01%             | 2037-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                | Engineered Machinery Holdings Inc 2025 EUR Term Loan                             | CUSIP: 26658NAU3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      1979381 | PA      | $2356535.52    | 0.01%             | 2032-11-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                  | Durst Commercial Mortgage Trust 2025-151                                         | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3861000 | PA      | $3944465.17    | 0.02%             | 2042-08-10      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                  | Durst Commercial Mortgage Trust 2025-151                                         | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4125000 | PA      | $4248615.94    | 0.03%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust 2022-4                                        | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       837000 | PA      | $829442.64     | 0.01%             | 2067-09-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2024-INV1                                                                   | CUSIP: 268434AL1<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |      1929696 | PA      | $1958051.79    | 0.01%             | 2069-03-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2024-INV2                                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |      7514623 | PA      | $7539504.38    | 0.05%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2023-1                                                                      | CUSIP: 26844QAA5<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |        71310 | PA      | $71084.50      | 0.00%             | 2068-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2023-1                                                                      | CUSIP: 26844QAE7<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |       972200 | PA      | $968923.20     | 0.01%             | 2068-02-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2024-NQM1                                                                   | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |      3976475 | PA      | $4021732.88    | 0.02%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM1                                                                   | CUSIP: 26846CAE6<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |      3232000 | PA      | $3263709.15    | 0.02%             | 2070-01-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM1                                                                   | CUSIP: 26846CAN6<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |      3387755 | PA      | $3448459.17    | 0.02%             | 2070-01-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV4                                                                   | CUSIP: 26846DAC8<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |     14518458 | PA      | $14606814.68   | 0.09%             | 2070-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |      3125000 | PA      | $3158183.75    | 0.02%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |      1983051 | PA      | $1985672.20    | 0.01%             | 2070-10-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAG3<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3033637.80    | 0.02%             | 2070-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV3                                                                   | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |     10834134 | PA      | $10963428.63   | 0.07%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      3320000 | PA      | $3334642.20    | 0.02%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      3690000 | PA      | $3710729.31    | 0.02%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |       247000 | PA      | $259142.27     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                         | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     16076000 | PA      | $16317140.00   | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |            1 | NC      | $10641.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $36115.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-136591.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-145167.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-12952.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-202812.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $9275.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-212811.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-40777.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-153012.75    | -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      | $-206944.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |            1 | NC      | $370984.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $2080111.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $12677.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |            1 | NC      | $5217.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-39417.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $74752.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-15418.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-241376.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-47700.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-132707.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-44740.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-90276.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-36883.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $128480.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-17116.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-33177.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $2089.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |            1 | NC      | $16187.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |            1 | NC      | $-1457176.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $877086.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $207703.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-261414.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |            1 | NC      | $-406978.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |            1 | NC      | $-1616.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |            1 | NC      | $515056.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |            1 | NC      | $716807.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $-114755.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $1904029.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |            1 | NC      | $1015810.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |            1 | NC      | $146566.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-80721.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-414135.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $625043.82     | 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      | $-259596.64    | -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      | $-923826.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-32538.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-14389.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-10271.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-185.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-6030.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-22938.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-11028.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-10194.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-16558.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-8748.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-12571.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-66997.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-9690.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-21775.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-10872.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-9469.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-5811.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $216791.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $-15409.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |            1 | NC      | $47781.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |            1 | NC      | $40328.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-206218.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-346789.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-95566.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-27.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |            1 | NC      | $19034.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $2942.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |            1 | NC      | $26489.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $1605.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2089.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $33.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-146.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |            1 | NC      | $5376.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |            1 | NC      | $286.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-15023.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-893632.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-965262.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $162359.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |            1 | NC      | $49657.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7769.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-23705.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-31773.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $57176.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $43365.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |            1 | NC      | $-5739.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |            1 | NC      | $2538.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $39205.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |            1 | NC      | $25803.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |            1 | NC      | $-78922.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-129129.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-7495.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RO        |            1 | NC      | $11064.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |            1 | NC      | $51192.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |            1 | NC      | $95117.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-7372.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $205849.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-132484.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-20139.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-12427.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-338009.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-199173.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $-252754.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $7538.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $37670.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-69940.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $35743.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-5121.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $75886.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |            1 | NC      | $13636.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-11703.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |            1 | NC      | $2938.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-4281.58      | -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      | $51692.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |            1 | NC      | $67284.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $60944.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $63382.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-70917.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-63805.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-153768.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4927.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $29446.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-16454.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |            1 | NC      | $-9124.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $904.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2710.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-2416.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $3486.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-116984.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-22401.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-22954.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-116888.76    | -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      | $-14993.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16256.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $-42351.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $107744.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |            1 | NC      | $-22684.68     | -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      | $-398781.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-132644.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-243.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $16807.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $242.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2340.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $-1249.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $-191.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-637978.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-385855.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |            1 | NC      | $79370.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-111929.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-112617.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $273924.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $291927.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-87472.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $112745.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-848.12       | -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      | $27555.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-46930.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $494.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $18598.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $44149.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $47799.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $145551.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $-221990.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $-1196477.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $1201663.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $219667.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $39459.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1114.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $-1168.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $97167.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $81704.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-5440.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-6201.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-8021.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |            1 | NC      | $4762.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |            1 | NC      | $-8632.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $2794.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |            1 | NC      | $-14463.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |            1 | NC      | $-10063.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |            1 | NC      | $-6280.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $-40378.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |            1 | NC      | $-16293.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |            1 | NC      | $-5020.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |            1 | NC      | $-22814.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $-43592.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $-6015.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |            1 | NC      | $-106406.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-45990.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-56187.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-1829.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-200054.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-1924.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-48400.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-59078.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                  | Easy Street Mortgage Loan Trust 2025-RTL2                                        | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5681529 | PA      | $5711751.33    | 0.03%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                              | Eaton Vance CLO 2020-1 Ltd                                                       | CUSIP: 278300AS7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |       822000 | PA      | $824968.24     | 0.01%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                              | Eaton Vance CLO 2019-1 Ltd                                                       | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |      1350000 | PA      | $1353997.35    | 0.01%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3379990 | PA      | $3439944.26    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     11628000 | PA      | $12746846.16   | 0.08%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1321000 | PA      | $1416442.25    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| EDGEWELL PERSONAL CARE                                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       544000 | PA      | $544176.26     | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      4384000 | PA      | $4202810.16    | 0.03%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      3178000 | PA      | $3288849.28    | 0.02%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1644000 | PA      | $1712301.62    | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| EDvestinU Private Education Loan Issue No. 1, LLC                | EDvestinU Private Education Loan Issue No 1 LLC                                  | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        37626 | PA      | $37241.69      | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV2                                                                   | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |      8216217 | PA      | $8296917.09    | 0.05%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     16377985 | PA      | $16462084.38   | 0.10%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELDORADO INTL FIN GMBH                                           | Eldorado Intl. Finance GmbH                                                      | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |      2153000 | PA      | $2253071.44    | 0.01%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Elevation CLO Ltd                                                | Elevation CLO 2018-10 Ltd                                                        | CUSIP: 28623CAN1<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2999592.00    | 0.02%             | 2031-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                            | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4575046 | PA      | $4663161.07    | 0.03%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                   | ELFI Graduate Loan Program 2022-A LLC                                            | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       103528 | PA      | $102073.85     | 0.00%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                            | ELFI Graduate Loan Program 2023-A LLC                                            | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       290213 | PA      | $303011.54     | 0.00%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                               | Elmwood CLO 29 Ltd                                                               | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2145000 | PA      | $2149926.85    | 0.01%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                               | Elmwood CLO I Ltd                                                                | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4685000 | PA      | $4685000.00    | 0.03%             | 2037-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                              | Elmwood CLO II Ltd                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753517.50     | 0.00%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                                               | Elmwood CLO 24 Ltd                                                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7447000 | PA      | $7478277.40    | 0.05%             | 2038-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                               | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1762239.33    | 0.01%             | 2037-04-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                              | Elmwood CLO III Ltd                                                              | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9500000 | PA      | $9536578.80    | 0.06%             | 2037-07-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                               | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1115000 | PA      | $1121845.88    | 0.01%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                               | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005085.40    | 0.01%             | 2038-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                             | Elmwood CLO VII Ltd                                                              | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004756.70    | 0.01%             | 2037-10-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                               | Elmwood CLO 16 Ltd                                                               | CUSIP: 29002UAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1256782.38    | 0.01%             | 2037-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                               | Elmwood CLO 40 Ltd                                                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011166.00    | 0.02%             | 2038-03-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                               | Elmwood CLO 29 Ltd                                                               | CUSIP: 29004HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1503348.90    | 0.01%             | 2037-04-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                                               | Elmwood CLO 19 Ltd                                                               | CUSIP: 29004JAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6023653.80    | 0.04%             | 2038-10-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 41 Ltd                                               | Elmwood CLO 41 Ltd                                                               | CUSIP: 29005BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2011374.00    | 0.01%             | 2038-07-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 41 Ltd                                               | Elmwood CLO 41 Ltd                                                               | CUSIP: 29005CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3066242.70    | 0.02%             | 2038-07-17      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                        | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $3725274.70    | 0.02%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      6436000 | PA      | $6661755.57    | 0.04%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                 | Empower CLO 2024-1 Ltd                                                           | CUSIP: 29244RAA3<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |      1545000 | PA      | $1548862.50    | 0.01%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                         | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       935000 | PA      | $975354.60     | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                 | Empower CLO 2023-2 Ltd                                                           | CUSIP: 29247BAN7<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5020723.50    | 0.03%             | 2038-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      3275000 | PA      | $3259598.00    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       607000 | PA      | $604213.02     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       110000 | PA      | $107671.48     | 0.00%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       264000 | PA      | $261182.54     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      4340000 | PA      | $4168491.88    | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      1286000 | PA      | $1235960.07    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1316000 | PA      | $1359887.28    | 0.01%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3209000 | PA      | $3209154.03    | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       421000 | PA      | $424000.89     | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                         | Endo Finance Holdings LP                                                         | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5262000 | PA      | $5567759.03    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       375000 | PA      | $372190.58     | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192724.18     | 0.00%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ENTEGRIS INC                                                     | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      1556000 | PA      | $1554823.66    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ENTEGRIS INC                                                     | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      3461000 | PA      | $3531573.25    | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2022-3 LLC                                            | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |        51600 | PA      | $51617.72      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2023-3 LLC                                            | CUSIP: 29374LAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |       305888 | PA      | $309646.43     | 0.00%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2023-1 LLC                                            | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |       106754 | PA      | $106917.77     | 0.00%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |       873994 | PA      | $880230.70     | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                              | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7080000 | PA      | $7229456.68    | 0.04%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      3764000 | PA      | $2563534.98    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      2313000 | PA      | $2417189.09    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      3438000 | PA      | $3675314.83    | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      1492000 | PA      | $1573761.60    | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Equity One ABS Inc                                               | Equity One Mortgage Pass-Through Trust 2003-3                                    | CUSIP: 294751CU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       516814 | PA      | $470210.15     | 0.00%             | 2033-12-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust                                     | EverBank Mortgage Loan Trust                                                     | CUSIP: 29977JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       133071 | PA      | $123394.70     | 0.00%             | 2043-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4714677 | PA      | $4794993.42    | 0.03%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                           | Export-Import Bank of India                                                      | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      1500000 | PA      | $1515570.00    | 0.01%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9148000 | PA      | $9187996.89    | 0.06%             | 2042-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2013750.00    | 0.01%             | 2043-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     13625000 | PA      | $10927646.49   | 0.07%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2026-HE1                                                             | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4958333 | PA      | $4958196.15    | 0.03%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2026-HE1                                                             | CUSIP: 30249NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1282610 | PA      | $1282581.40    | 0.01%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      1264000 | PA      | $1263897.53    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      1640000 | PA      | $1584568.18    | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FORTESCUE TREASURY PTY L                                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       190000 | PA      | $195498.46     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       418000 | PA      | $435316.07     | 0.00%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      2866000 | PA      | $2863174.70    | 0.02%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1937000 | PA      | $1904912.05    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                           | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      4000000 | PA      | $4018720.00    | 0.02%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                           | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      5960000 | PA      | $6026752.00    | 0.04%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                         | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6166000 | PA      | $6173707.50    | 0.04%             | 2039-08-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                             | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $4015921.20    | 0.02%             | 2039-10-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                             | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7370000 | PA      | $7383297.69    | 0.05%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                             | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7038000 | PA      | $7040911.62    | 0.04%             | 2044-01-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       727000 | PA      | $776122.95     | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      6207000 | PA      | $6364291.59    | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                 | Freddie Mac Strips                                                               | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2728885 | PA      | $2753486.08    | 0.02%             | 2054-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6856623 | PA      | $6901002.36    | 0.04%             | 2053-08-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7050259 | PA      | $7089207.66    | 0.04%             | 2054-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3785804 | PA      | $3806762.37    | 0.02%             | 2054-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3532785 | PA      | $3553425.64    | 0.02%             | 2054-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12965629 | PA      | $13010312.56   | 0.08%             | 2054-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5088945 | PA      | $5121969.03    | 0.03%             | 2054-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BSSF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2752502 | PA      | $2772593.96    | 0.02%             | 2054-08-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4162044 | PA      | $4207840.98    | 0.03%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1851472 | PA      | $1873989.99    | 0.01%             | 2054-12-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7289066 | PA      | $7372419.65    | 0.04%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1368124 | PA      | $1383469.21    | 0.01%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8144016 | PA      | $8213088.54    | 0.05%             | 2054-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25281961 | PA      | $25530205.03   | 0.16%             | 2055-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BU3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5035382 | PA      | $5079437.94    | 0.03%             | 2053-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4941237 | PA      | $4996076.71    | 0.03%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8619491 | PA      | $8732298.80    | 0.05%             | 2055-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2411664 | PA      | $2438733.05    | 0.01%             | 2054-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2721571 | PA      | $2751116.93    | 0.02%             | 2055-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5593160 | PA      | $5672976.37    | 0.03%             | 2055-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15842372 | PA      | $15973932.96   | 0.10%             | 2055-05-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20418121 | PA      | $20606741.10   | 0.13%             | 2054-06-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3324864 | PA      | $3367733.97    | 0.02%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6144271 | PA      | $6231528.82    | 0.04%             | 2055-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3344752 | PA      | $3387271.48    | 0.02%             | 2055-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65071716 | PA      | $581845.25     | 0.00%             | 2027-12-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4245400 | PA      | $82742.00      | 0.00%             | 2033-06-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1364214 | PA      | $1377232.99    | 0.01%             | 2054-03-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HD2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3046292 | PA      | $3073891.19    | 0.02%             | 2054-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HFLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8736922 | PA      | $8776153.05    | 0.05%             | 2054-09-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HFPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19699170 | PA      | $19794803.16   | 0.12%             | 2054-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18802174 | PA      | $18910249.15   | 0.12%             | 2054-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10542920 | PA      | $10613136.54   | 0.06%             | 2054-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5498241 | PA      | $5530619.73    | 0.03%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6467909 | PA      | $6503021.59    | 0.04%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4670404 | PA      | $4698218.27    | 0.03%             | 2054-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5404717 | PA      | $5470274.83    | 0.03%             | 2054-03-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5946588 | PA      | $6024263.02    | 0.04%             | 2054-12-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2751327 | PA      | $2782567.51    | 0.02%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3576910 | PA      | $3617524.57    | 0.02%             | 2054-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5522854 | PA      | $5590825.56    | 0.03%             | 2054-04-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4816824 | PA      | $4884744.30    | 0.03%             | 2055-02-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJ6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11853954 | PA      | $11997622.55   | 0.07%             | 2055-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4451892 | PA      | $4499364.86    | 0.03%             | 2054-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4030477 | PA      | $4078042.98    | 0.02%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4903071 | PA      | $4975496.09    | 0.03%             | 2055-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3579798 | PA      | $3620926.23    | 0.02%             | 2055-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3472330 | PA      | $3512740.57    | 0.02%             | 2055-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19675218 | PA      | $19901980.37   | 0.12%             | 2055-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4609733 | PA      | $4669883.03    | 0.03%             | 2055-05-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3537227 | PA      | $3582833.52    | 0.02%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3557697 | PA      | $3604125.81    | 0.02%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4884576 | PA      | $4950029.22    | 0.03%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4721211 | PA      | $4782814.76    | 0.03%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8610398 | PA      | $8715524.29    | 0.05%             | 2055-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5078869 | PA      | $5138751.39    | 0.03%             | 2055-05-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4113959 | PA      | $4161571.85    | 0.03%             | 2055-09-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11240000 | PA      | $10629278.31   | 0.06%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7112384 | PA      | $7089212.43    | 0.04%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1580530 | PA      | $1499545.15    | 0.01%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust 2022-3                                        | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4838372 | PA      | $4823608.96    | 0.03%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7426000 | PA      | $7519246.05    | 0.05%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8626000 | PA      | $8739420.69    | 0.05%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      3354000 | PA      | $3350990.12    | 0.02%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2024-HE6                                                             | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6203234 | PA      | $6298514.88    | 0.04%             | 2054-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2024-SL1                                                             | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5261338 | PA      | $5375846.94    | 0.03%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2025-HE7                                                             | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9561075 | PA      | $9629700.47    | 0.06%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5718067 | PA      | $5757303.45    | 0.04%             | 2054-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                                 | Finastra USA Inc 2025 EUR Term Loan                                              | CUSIP: 31772YAE6<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      1796748 | PA      | $2012636.85    | 0.01%             | 2032-09-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       117000 | PA      | $117546.62     | 0.00%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2006-AA7                     | CUSIP: 32052CAA1<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |       881312 | PA      | $683759.29     | 0.00%             | 2037-01-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       951000 | PA      | $944048.86     | 0.01%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      2843000 | PA      | $2955304.19    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                   | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $494261.15     | 0.00%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                              | 522 Funding CLO 2019-5 Ltd                                                       | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3253679.98    | 0.02%             | 2035-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                              | 522 Funding CLO 2020-6 Ltd                                                       | CUSIP: 33835AAY5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      3010000 | PA      | $3012635.86    | 0.02%             | 2034-10-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                              | 522 Funding CLO 2018-3A Ltd                                                      | CUSIP: 33835NAA9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |        41980 | PA      | $41979.64      | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                              | 522 Funding CLO 2018-3A Ltd                                                      | CUSIP: 33835NAE1<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250672.25     | 0.00%             | 2031-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                          | Flagstar Mortgage Trust 2019-1                                                   | CUSIP: 33852AAC1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       131982 | PA      | $120063.39     | 0.00%             | 2049-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                          | Flagstar Mortgage Trust 2019-1                                                   | CUSIP: 33852AAP2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       113128 | PA      | $102911.47     | 0.00%             | 2049-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4978000 | PA      | $4994890.35    | 0.03%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |      2420000 | PA      | $2428130.72    | 0.01%             | 2036-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 20 Ltd                                                              | CUSIP: 33883MAU8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4016244.40    | 0.02%             | 2038-11-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 21 Ltd                                                              | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251188.95     | 0.00%             | 2037-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 25 Ltd                                                              | CUSIP: 33883YAA6<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |       780000 | PA      | $787917.47     | 0.00%             | 2037-10-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 28 Ltd                                                              | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001555.50    | 0.01%             | 2036-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                         | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      2192000 | PA      | $2244016.16    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8530000 | PA      | $8551325.00    | 0.05%             | 2039-12-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6600000 | PA      | $6653625.00    | 0.04%             | 2039-12-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                     | Ford Credit Auto Owner Trust 2022-D                                              | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        19844 | PA      | $19892.01      | 0.00%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      7740000 | PA      | $7781441.12    | 0.05%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       744000 | PA      | $744714.98     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      5388000 | PA      | $5712923.34    | 0.03%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2611000 | PA      | $2747913.01    | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      1572000 | PA      | $1593816.22    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Foundation Finance Trust                                         | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2798400 | PA      | $2809064.73    | 0.02%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3889934 | PA      | $3902523.43    | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2910370 | PA      | $2943105.59    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2023-1                                                  | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2571909 | PA      | $2635814.19    | 0.02%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       522000 | PA      | $524607.23     | 0.00%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2021-2                                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       266423 | PA      | $253346.53     | 0.00%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2023-2                                                  | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1608890 | PA      | $1678077.73    | 0.01%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6695618 | PA      | $6715948.24    | 0.04%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2443000 | PA      | $2446643.49    | 0.01%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4703000 | PA      | $4678906.06    | 0.03%             | 2052-08-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                            | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      5144000 | PA      | $5670637.58    | 0.03%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2163000 | PA      | $2286870.68    | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       588000 | PA      | $615095.04     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      4356000 | PA      | $4443281.17    | 0.03%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2221000 | PA      | $2204063.32    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      4162000 | PA      | $4162137.35    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      1552000 | PA      | $1557449.07    | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      2296000 | PA      | $2316893.60    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      4059000 | PA      | $4094591.10    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      4146000 | PA      | $4335608.02    | 0.03%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1652567 | PA      | $1597919.34    | 0.01%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       184149 | PA      | $179746.52     | 0.00%             | 2065-04-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       119119 | PA      | $117006.81     | 0.00%             | 2065-04-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2021-NQM3 Trust                                                             | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       578000 | PA      | $441283.52     | 0.00%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2019-NQM3 Trust                                                             | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       830633 | PA      | $819141.51     | 0.00%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2021-NQM7 Trust                                                             | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        45520 | PA      | $42565.15      | 0.00%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2021-NQM4 Trust                                                             | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2162146 | PA      | $1830446.93    | 0.01%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4161920 | PA      | $3994862.53    | 0.02%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      2590000 | PA      | $2549055.47    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      1736000 | PA      | $1724825.89    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       526000 | PA      | $515230.92     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4455550 | PA      | $4308338.66    | 0.03%             | 2067-02-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2022-NQM5 Trust                                                             | CUSIP: 36168WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       289479 | PA      | $291487.15     | 0.00%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2022-CM1 Trust                                                              | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       812864 | PA      | $761657.00     | 0.00%             | 2066-12-27      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2023-NQM1 Trust                                                             | CUSIP: 36169BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3882295 | PA      | $3732856.29    | 0.02%             | 2057-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       911000 | PA      | $959198.28     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      3091000 | PA      | $3140239.63    | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      5899000 | PA      | $6103022.81    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       420000 | PA      | $426825.00     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10007069 | PA      | $10167342.47   | 0.06%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4555000 | PA      | $4573504.69    | 0.03%             | 2041-05-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust 2006-HE4                                                             | CUSIP: 362439AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1350000 | PA      | $1184580.45    | 0.01%             | 2036-06-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing Ltd                                            | GT Loan Financing I Ltd 2013-1                                                   | CUSIP: 36248MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9000000.00    | 0.05%             | 2039-04-28      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2021-INV1                                    | CUSIP: 36263KAF8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1908673 | PA      | $1726332.44    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAA3<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      4390000 | PA      | $4411950.00    | 0.03%             | 2028-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |       580000 | PA      | $583262.50     | 0.00%             | 2028-03-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2024-RPL2                                    | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |       834858 | PA      | $819258.16     | 0.00%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAJ0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      3510000 | PA      | $3522740.60    | 0.02%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                              | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9475000 | PA      | $9489769.63    | 0.06%             | 2040-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAJ2<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      2870000 | PA      | $2881409.97    | 0.02%             | 2041-08-10      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAL7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      2636000 | PA      | $2629384.69    | 0.02%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |      1326000 | PA      | $1329148.32    | 0.01%             | 2065-10-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |      1657666 | PA      | $1672401.82    | 0.01%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |     13399102 | PA      | $13452849.69   | 0.08%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAE8<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |      1666667 | PA      | $1682166.67    | 0.01%             | 2065-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      6874000 | PA      | $6891239.99    | 0.04%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAE9<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |      1475040 | PA      | $1491408.67    | 0.01%             | 2065-11-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAF6<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |      1567720 | PA      | $1567112.98    | 0.01%             | 2065-11-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-DSC1                                    | CUSIP: 36275EAC5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     13231003 | PA      | $13268619.81   | 0.08%             | 2065-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-DSC1                                    | CUSIP: 36275EAG6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1873000 | PA      | $1879025.25    | 0.01%             | 2065-06-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |     13901814 | PA      | $13961908.77   | 0.09%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAG5<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |      1779666 | PA      | $1794652.21    | 0.01%             | 2066-01-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2026-NQM1                                    | CUSIP: 36276EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3724973 | PA      | $3724937.61    | 0.02%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2026-NQM1                                    | CUSIP: 36276EAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       372549 | PA      | $372543.15     | 0.00%             | 2066-03-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2026-NQM1                                    | CUSIP: 36276EAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       708236 | PA      | $706600.26     | 0.00%             | 2066-03-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2026-CES1                                    | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6624019 | PA      | $6623908.38    | 0.04%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2026-CES1                                    | CUSIP: 36277LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1410786 | PA      | $1410750.87    | 0.01%             | 2056-05-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                                         | Gaea Mortgage Loan Trust 2025-A                                                  | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       571130 | PA      | $561095.87     | 0.00%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1001669.90    | 0.01%             | 2066-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                   | Galaxy 32 CLO Ltd                                                                | CUSIP: 362943AG7<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500858.00    | 0.01%             | 2036-10-20      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                   | Galaxy XXII CLO Ltd                                                              | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |      3737716 | PA      | $3737716.24    | 0.02%             | 2034-04-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                   | Galaxy XXII CLO Ltd                                                              | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4000000.00    | 0.02%             | 2034-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                   | Galaxy 34 Clo Ltd                                                                | CUSIP: 36322AAE2<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009031.20    | 0.01%             | 2037-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                            | Galton Funding Mortgage Trust 2020-H1                                            | CUSIP: 36418HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3921960 | PA      | $3703538.38    | 0.02%             | 2060-01-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                               | Galton Funding Mortgage Trust 2019-H1                                            | CUSIP: 36418XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       562004 | PA      | $555426.51     | 0.00%             | 2059-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                      | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      1597000 | PA      | $1480517.38    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       709000 | PA      | $697649.26     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      1367000 | PA      | $1396066.52    | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      7883000 | PA      | $8055361.80    | 0.05%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      2150000 | PA      | $2207331.90    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4980492 | PA      | $5020515.65    | 0.03%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3051467.70    | 0.02%             | 2070-06-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2024-INV1 Trust                                                             | CUSIP: 36831BBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       294055 | PA      | $298856.27     | 0.00%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM6 Trust                                                             | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10615831 | PA      | $10640082.47   | 0.06%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 2 Ltd                                                          | CUSIP: 370910AA9<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1400022.82    | 0.01%             | 2037-10-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 20 Ltd                                                         | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1615000 | PA      | $1621631.67    | 0.01%             | 2038-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 13 Ltd                                                         | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |      8200000 | PA      | $8207458.72    | 0.05%             | 2037-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 9 Ltd                                                          | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4017676.40    | 0.02%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 12 Ltd                                                         | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5021250.00    | 0.03%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 15 Ltd                                                         | CUSIP: 37147XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     17950000 | PA      | $17999430.71   | 0.11%             | 2037-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 4 Ltd                                                          | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      8125000 | PA      | $8152416.19    | 0.05%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 7 Ltd                                                          | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501312.10     | 0.00%             | 2037-04-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 17 Ltd                                                         | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003750.00    | 0.01%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       265000 | PA      | $276256.14     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | 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        |      4958000 | PA      | $5173737.45    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5634000 | PA      | $5879991.71    | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       559000 | PA      | $572996.18     | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       867000 | PA      | $917597.40     | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                             | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       420000 | PA      | $437041.92     | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                     | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      1008000 | PA      | $910858.44     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GLOBAL NET LEASE/GLOBAL                                          | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      2372000 | PA      | $2308076.02    | 0.01%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1626000 | PA      | $1713888.55    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1578000 | PA      | $1616356.45    | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                                           | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      1522000 | PA      | $1573183.34    | 0.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                           | Global Atlantic Fin Co                                                           | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      1626000 | PA      | $1639333.20    | 0.01%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                          | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      4227000 | PA      | $4370675.73    | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| GO DADDY OPCO/FINCO                                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1913000 | PA      | $1910586.56    | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       406000 | PA      | $385796.34     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAU7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251346.30     | 0.00%             | 2037-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |       950000 | PA      | $946592.54     | 0.01%             | 2034-10-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 10 Ltd                                         | CUSIP: 38138TAY7<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $756596.63     | 0.00%             | 2037-10-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD                         | GoldenTree Loan Management US CLO 19 Ltd                                         | CUSIP: 38138WAJ3<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3019396.20    | 0.02%             | 2037-04-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | GoldenTree Loan Management US CLO 22 Ltd                                         | CUSIP: 38139EAJ2<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008963.40    | 0.01%             | 2037-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | GoldenTree Loan Management US CLO 23 Ltd                                         | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4013973.20    | 0.02%             | 2039-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | GoldenTree Loan Management US CLO 20 Ltd                                         | CUSIP: 38139MAC9<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |       722000 | PA      | $724692.19     | 0.00%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 26 Ltd                                         | CUSIP: 38139QAL0<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2516730.50    | 0.02%             | 2038-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 26 Ltd                                         | CUSIP: 38139QAN6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000091.90    | 0.01%             | 2038-07-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | GoldenTree Loan Management US CLO 24 Ltd                                         | CUSIP: 38139VAC9<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003774.80    | 0.01%             | 2038-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | GoldenTree Loan Management US CLO 25 Ltd                                         | CUSIP: 38139XAC5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3015369.00    | 0.02%             | 2037-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11656000 | PA      | $11606024.32   | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10570000 | PA      | $10471443.31   | 0.06%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                      | Goldman Home Improvement Trust 2022-GRN1 Issuer Trust                            | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2029762 | PA      | $2029082.97    | 0.01%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                           | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     40455000 | PA      | $40309362.00   | 0.25%             | 2030-09-12      | Variable      | 6.60%                 | No            |                  3 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                      | Goldman Home Improvement Trust 2022-GRN2 Issuer Trust                            | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5405288 | PA      | $5543121.17    | 0.03%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 60B Ltd                                               | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $600638.82     | 0.00%             | 2034-10-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners 48 LP                                                     | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2511760.00    | 0.02%             | 2038-04-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 53B Ltd                                               | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |      1052961 | PA      | $1053488.01    | 0.01%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 41B-R Ltd                                             | CUSIP: 38178AAS2<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3029018.40    | 0.02%             | 2038-07-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 50B-R Ltd                                             | CUSIP: 38178DAY3<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2004943.80    | 0.01%             | 2035-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 76 B Ltd                                              | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3030000 | PA      | $3041317.66    | 0.02%             | 2037-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 64B-R Ltd                                             | CUSIP: 38180LAG0<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1008319.20    | 0.01%             | 2037-10-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 43B Ltd                                               | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012888.00    | 0.02%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003178.40    | 0.01%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2800000 | PA      | $2822610.00    | 0.02%             | 2038-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3017255.70    | 0.02%             | 2038-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 66B Ltd                                               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2007929.80    | 0.01%             | 2038-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 81 B Ltd                                              | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010024.00    | 0.01%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO                            | Golub Capital Private Credit Fund CLO 2                                          | CUSIP: 38181WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1250000 | PA      | $1249978.63    | 0.01%             | 2039-10-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 19B-R3 Ltd                                            | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6011916.00    | 0.04%             | 2036-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 19B-R3 Ltd                                            | CUSIP: 38181YAG1<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3016594.50    | 0.02%             | 2036-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital CLO 87B Ltd                                                        | CUSIP: 38182DAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500000.00    | 0.01%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 69M                                                   | CUSIP: 38182HAG7<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | JE        |      2200000 | PA      | $2210286.76    | 0.01%             | 2037-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 74 B Ltd                                              | CUSIP: 38190BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       320000 | PA      | $322445.15     | 0.00%             | 2037-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3926517 | PA      | $3976273.60    | 0.02%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6743931 | PA      | $6837080.64    | 0.04%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-3                                 | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10294309 | PA      | $10309336.04   | 0.06%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4352376 | PA      | $4397450.29    | 0.03%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       876000 | PA      | $873156.77     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      1948000 | PA      | $1857183.85    | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      1053000 | PA      | $1031236.61    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      3736000 | PA      | $3558413.35    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       123000 | PA      | $125578.82     | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1920913 | PA      | $1929206.33    | 0.01%             | 2054-03-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3248876 | PA      | $3268927.90    | 0.02%             | 2054-06-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384VMP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5517205 | PA      | $5547621.97    | 0.03%             | 2054-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3996744 | PA      | $4027086.29    | 0.02%             | 2055-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                               | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       126482 | PA      | $126540.31     | 0.00%             | 2027-03-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                               | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4510000 | PA      | $4511634.88    | 0.03%             | 2028-03-01      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                           | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |       949000 | PA      | $756827.50     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96907.65      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      2742000 | PA      | $2772714.60    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                                   | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     13105000 | PA      | $13510619.80   | 0.08%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: —       |
| Great Wolf Trust                                                 | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1370000 | PA      | $1373853.13    | 0.01%             | 2039-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                         | Green Lakes Park CLO LLC                                                         | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $5012496.00    | 0.03%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                         | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      2962000 | PA      | $3026482.74    | 0.02%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       655387 | PA      | $671095.77     | 0.00%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1708640 | PA      | $1746754.79    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       616858 | PA      | $626773.46     | 0.00%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       690000 | PA      | $696209.24     | 0.00%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       547000 | PA      | $551976.99     | 0.00%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       540000 | PA      | $555945.44     | 0.00%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3859875 | PA      | $3874851.12    | 0.02%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1334676 | PA      | $1337700.59    | 0.01%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       616074 | PA      | $625536.45     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5403372 | PA      | $5473048.66    | 0.03%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3913044 | PA      | $3993020.06    | 0.02%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                                 | Greywolf CLO II Ltd                                                              | CUSIP: 398079BA0<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |      7450000 | PA      | $7462581.56    | 0.05%             | 2034-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                           | Greystone CRE Notes 2025 HC-4 LLC                                                | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7992428.80    | 0.05%             | 2042-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                           | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4069000 | PA      | $4076610.66    | 0.02%             | 2043-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       441000 | PA      | $431264.13     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      2717000 | PA      | $2789057.56    | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GS FINANCE CORP                                                  | GS Finance Corp                                                                  | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     17990000 | PA      | $17980033.54   | 0.11%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                  | GS Finance Corp                                                                  | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     47090000 | PA      | $47090000.00   | 0.29%             | 2031-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       617000 | PA      | $660190.00     | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                        | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1125000 | PA      | $1227656.25    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       664000 | PA      | $691390.00     | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  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        |      8894000 | PA      | $8440325.06    | 0.05%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HONO Mortgage Trust                                              | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5690000 | PA      | $5633100.00    | 0.03%             | 2036-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2024-NQM1 Trust                                                            | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |      7120702 | PA      | $7206967.94    | 0.04%             | 2069-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2024-AFC1 Trust                                                            | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |      5041301 | PA      | $5068679.59    | 0.03%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11193000 | PA      | $11213986.88   | 0.07%             | 2037-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100000 | PA      | $3109687.50    | 0.02%             | 2037-05-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3036234.90    | 0.02%             | 2070-08-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13522218 | PA      | $13652379.09   | 0.08%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-AFC1 Trust                                                            | CUSIP: 403969AF5<br>LEI: 2549006ZK3R8WZLA9S73 | Long             | ABS-MBS          | CORP              | US        |      2285714 | PA      | $2318384.85    | 0.01%             | 2060-01-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5742000 | PA      | $4686531.11    | 0.03%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                         | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7641113 | PA      | $7655440.09    | 0.05%             | 2041-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                    | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2840000 | PA      | $2876425.56    | 0.02%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                    | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3095024.10    | 0.02%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HIH Trust                                                        | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3990216 | PA      | $3998944.12    | 0.02%             | 2041-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM3 Trust                                                            | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5406456 | PA      | $5477600.71    | 0.03%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Halseypoint Clo 5 Ltd                                                            | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $701215.34     | 0.00%             | 2035-01-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $901550.43     | 0.01%             | 2034-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Halseypoint CLO 7 LTD                                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2007972.60    | 0.01%             | 2038-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO II, Ltd.                                         | Halseypoint CLO II Ltd                                                           | CUSIP: 40638TAN2<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4016262.00    | 0.02%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                          | HalseyPoint CLO 3 Ltd                                                            | CUSIP: 40638UBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1340000 | PA      | $1339233.39    | 0.01%             | 2037-07-30      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Halseypoint Clo 6 Ltd                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1104973.43    | 0.01%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                           | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2622500.00    | 0.02%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2007-6                                            | CUSIP: 41165BAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      1945736 | PA      | $1688313.83    | 0.01%             | 2037-08-19      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                                                | Harriman Park CLO LTD                                                            | CUSIP: 413717BC2<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |      1150000 | PA      | $1155743.10    | 0.01%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      3718000 | PA      | $3769096.47    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      1307000 | PA      | $1365166.73    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                            | Harvest Commercial Capital Loan Trust 2024-1                                     | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2430809 | PA      | $2483355.71    | 0.02%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                | Jordan Government International Bond                                             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       542000 | PA      | $567745.00     | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      3099000 | PA      | $3207130.31    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      3614000 | PA      | $3793120.68    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2510000 | PA      | $2656360.61    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       241000 | PA      | $242711.10     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       148000 | PA      | $148750.06     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      1682000 | PA      | $1479953.96    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       191000 | PA      | $186569.33     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3840000 | PA      | $3880500.48    | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3008000 | PA      | $3113292.03    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       683000 | PA      | $695958.56     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4173000 | PA      | $4029995.46    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       530000 | PA      | $521476.28     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1218000 | PA      | $1264564.14    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5991000 | PA      | $5773692.77    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2967000 | PA      | $2870970.08    | 0.02%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       294000 | PA      | $294574.48     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       640000 | PA      | $622981.44     | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      4054000 | PA      | $3869734.35    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      5903000 | PA      | $6039554.10    | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       210000 | PA      | $216915.72     | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       840000 | PA      | $858631.20     | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| HILTON GRAND VAC LLC/INC                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2659000 | PA      | $2585301.03    | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3289000 | PA      | $3067689.11    | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HILTON WORLDWIDE FIN LLC                                         | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2703000 | PA      | $2703964.97    | 0.02%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200000 | PA      | $198950.28     | 0.00%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      2555000 | PA      | $2552117.45    | 0.02%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |      8857506 | PA      | $8962466.13    | 0.05%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAF7<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2033299.80    | 0.01%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM5 Trust                                                            | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14033966 | PA      | $14101532.98   | 0.09%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM5 Trust                                                            | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2900000 | PA      | $2927253.62    | 0.02%             | 2070-09-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-AFC4 Trust                                                            | CUSIP: 43762DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3454004 | PA      | $3480058.28    | 0.02%             | 2060-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       110000 | PA      | $104093.76     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      7034000 | PA      | $6088956.78    | 0.04%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      5398000 | PA      | $4761217.91    | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      4607000 | PA      | $4606013.18    | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       515000 | PA      | $498067.21     | 0.00%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       321000 | PA      | $304003.24     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1934000 | PA      | $2042893.87    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       898000 | PA      | $921707.20     | 0.01%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7509000 | PA      | $7651197.93    | 0.05%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     10173000 | PA      | $10614040.24   | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $377646.72     | 0.00%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       856000 | PA      | $871408.00     | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       468000 | PA      | $465192.00     | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       662000 | PA      | $687652.50     | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       511882 | PA      | $513423.08     | 0.00%             | 2032-05-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1687939 | PA      | $1693625.52    | 0.01%             | 2032-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1809075 | PA      | $1814140.13    | 0.01%             | 2033-09-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                         | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      1871000 | PA      | $1800351.64    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                         | Huntsman International LLC                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      2261000 | PA      | $1930312.43    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                          | Hyundai Capital America                                                          | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2534208.60    | 0.02%             | 2030-03-27      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                   | ICG US CLO 2025-1 Ltd                                                            | CUSIP: 448982AJ7<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2024294.40    | 0.01%             | 2038-07-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                   | ICG US CLO 2022-1i Ltd                                                           | CUSIP: 44933EAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5025059.00    | 0.03%             | 2038-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       507000 | PA      | $504465.00     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      5102000 | PA      | $5160565.86    | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       986000 | PA      | $1055828.52    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      4163000 | PA      | $4266908.48    | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $350620.28     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     11233000 | PA      | $9408244.31    | 0.06%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| INT Commercial Mortgage Trust 2025-PLAZA                         | INT Commercial Mortgage Trust 2025-PLAZA                                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3643000 | PA      | $3681541.48    | 0.02%             | 2037-11-05      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      4041000 | PA      | $4039531.10    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                                      | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7342000 | PA      | $7282346.25    | 0.04%             | 2041-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      6432000 | PA      | $6201034.60    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      6396000 | PA      | $6044220.00    | 0.04%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      4946000 | PA      | $4234517.90    | 0.03%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                    | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8792000 | PA      | $8990606.00    | 0.05%             | 2042-07-13      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3981000 | PA      | $3917012.99    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                       | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8695000 | PA      | $8717386.15    | 0.05%             | 2042-10-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       578000 | PA      | $573308.14     | 0.00%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      6951000 | PA      | $6727020.71    | 0.04%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      3341000 | PA      | $3372622.57    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Invesco CLO LTD                                                  | Invesco US CLO 2023-4 Ltd                                                        | CUSIP: 46091XAU4<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2500000.00    | 0.02%             | 2039-01-18      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| Invesco CLO LTD                                                  | INVESCO US CLO 2025-3 Ltd                                                        | CUSIP: 46092FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3020614.20    | 0.02%             | 2038-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-1, Ltd.                                         | Invesco CLO 2022-1 Ltd                                                           | CUSIP: 460988AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       819000 | PA      | $821533.17     | 0.01%             | 2035-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                          | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      1169000 | PA      | $1157889.36    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                          | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      6672000 | PA      | $5851438.08    | 0.04%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6890000 | PA      | $6532865.12    | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7011000 | PA      | $6760997.56    | 0.04%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1374000 | PA      | $1319163.45    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                        | ION Platform Finance SARL EUR Term Loan                                          | CUSIP: 46206RAD7<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | LON              | CORP              | LU        |      2964706 | PA      | $3140195.25    | 0.02%             | 2032-10-07      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      3376000 | PA      | $3377136.56    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       937000 | PA      | $970614.88     | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       146000 | PA      | $145914.88     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      1053000 | PA      | $1052699.79    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       340000 | PA      | $335679.82     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       644000 | PA      | $642586.81     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      8519000 | PA      | $8435495.06    | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       737000 | PA      | $727766.64     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      6200000 | PA      | $6370710.80    | 0.04%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                          | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      3483000 | PA      | $3331094.53    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF              | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      1964300 | NS      | $217192651.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares iBoxx $ High Yield Corporate Bond ETF                    | iShares iBoxx $ High Yield Corporate Bond ETF                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      3442270 | NS      | $279236942.40  | 1.70%             |  |  |  | No            |                  1 | On Loan: —       |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2017-5                                                  | CUSIP: 46590YAB0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1281585 | PA      | $1291630.12    | 0.01%             | 2048-10-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABC7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       373182 | PA      | $375653.80     | 0.00%             | 2050-08-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABD5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       373182 | PA      | $4902.79       | 0.00%             | 2050-08-25      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2021-1                                                  | CUSIP: 46592EAF3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       691196 | PA      | $642267.45     | 0.00%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5094531.00    | 0.03%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6020000 | PA      | $6072268.05    | 0.04%             | 2039-11-09      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3450000 | PA      | $3457443.89    | 0.02%             | 2039-11-09      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1841000 | PA      | $1843308.08    | 0.01%             | 2039-11-09      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1533000 | PA      | $1533047.23    | 0.01%             | 2039-11-09      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     14645944 | PA      | $14721655.05   | 0.09%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAG9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2642953 | PA      | $2665737.37    | 0.02%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAH7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1680333 | PA      | $1667198.51    | 0.01%             | 2066-02-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2024-VIS1                                        | CUSIP: 465970AA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1867259 | PA      | $1886111.28    | 0.01%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2024-VIS1                                        | CUSIP: 465970AF8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       940000 | PA      | $948623.18     | 0.01%             | 2064-07-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2022-LTV1                                               | CUSIP: 465976AB4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       194804 | PA      | $176900.78     | 0.00%             | 2052-07-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      8154679 | PA      | $8239940.84    | 0.05%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AD6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2800000 | PA      | $2846443.88    | 0.02%             | 2064-02-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                     | JSC Kaspi.kz                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      2470000 | PA      | $2530292.70    | 0.02%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Trust 2015-5                                                           | CUSIP: 46644XAK8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       831838 | PA      | $829302.20     | 0.01%             | 2045-05-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LBD8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |       430000 | PA      | $423509.84     | 0.00%             | 2049-03-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1180000 | PA      | $1169155.92    | 0.01%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2017-3                                                  | CUSIP: 46647SBA7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       904530 | PA      | $828299.13     | 0.01%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5                 | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2635135 | PA      | $2640075.68    | 0.02%             | 2040-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAL2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |        19048 | PA      | $18756.19      | 0.00%             | 2049-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | J.P. Morgan Mortgage Trust 2021-LTV2                                             | CUSIP: 46654VAC7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2201054 | PA      | $1919355.34    | 0.01%             | 2052-05-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAB1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       622848 | PA      | $629320.32     | 0.00%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                           | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6805000 | PA      | $6822004.33    | 0.04%             | 2039-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-VIS1                                               | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |      2344143 | PA      | $2381552.71    | 0.01%             | 2055-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      4474855 | PA      | $4524740.90    | 0.03%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAG4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1316630.38    | 0.01%             | 2065-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-DSC2                                               | CUSIP: 46659VAG3<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2988376.20    | 0.02%             | 2065-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2026-NQM1                                        | CUSIP: 46660DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8906116 | PA      | $8905860.39    | 0.05%             | 2066-06-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2026-NQM1                                        | CUSIP: 46660DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3118182 | PA      | $3118177.63    | 0.02%             | 2066-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM4                                        | CUSIP: 46660HAD8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      9654115 | PA      | $9689016.26    | 0.06%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                           | JW Trust 2024-BERY                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4360000 | PA      | $4370900.00    | 0.03%             | 2039-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      2508000 | PA      | $2484317.71    | 0.02%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JAGUAR LAND ROVER AUTOMO                                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      2053000 | PA      | $2052576.67    | 0.01%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      1774000 | PA      | $1772527.40    | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6022000 | PA      | $6331609.09    | 0.04%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6029000 | PA      | $6140578.70    | 0.04%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |      3115000 | PA      | $3064904.54    | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN LLC / JFIN                                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4145000 | PA      | $4018889.62    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN LLC / JFIN                                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2127000 | PA      | $2107728.85    | 0.01%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| JEFFERSON CAPITAL HOLDIN                                         | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1954000 | PA      | $2058814.10    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8831000 | PA      | $8869564.98    | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| JONES DESLAURIERS INSURA                                         | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      2916000 | PA      | $3048952.10    | 0.02%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR Financial CLO 2013-1 Ltd                                                     | CUSIP: 48249VBG5<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003500.00    | 0.01%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 30 Ltd                                                                   | CUSIP: 48250EBE4<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3512975.20    | 0.02%             | 2037-04-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                                           | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                   | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |      1693000 | PA      | $1695546.27    | 0.01%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2397248.10    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      1639000 | PA      | $1675049.81    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| KKR Financial CLO Ltd                                            | KKR Clo 25 Ltd                                                                   | CUSIP: 48252UAW7<br>LEI: 549300MJB0YZ0QTQNZ45 | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1302857.66    | 0.01%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 23 Ltd                                                                   | CUSIP: 48252YAL3<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |      2380426 | PA      | $2381526.19    | 0.01%             | 2031-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 28 LTD                                                                   | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5004290.00    | 0.03%             | 2035-02-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 27 LTD                                                                   | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003000.00    | 0.02%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 35 Ltd                                                                   | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2506906.50    | 0.02%             | 2038-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 43 Ltd                                                                   | CUSIP: 48255UAN4<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      1775000 | PA      | $1778458.06    | 0.01%             | 2036-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 54 LTD                                                                   | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008073.00    | 0.01%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       511000 | PA      | $493306.17     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100743.30     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3510000 | PA      | $3512713.58    | 0.02%             | 2034-04-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250716.28     | 0.00%             | 2034-04-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                         | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5287000 | PA      | $5539533.56    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                | Republic of Kenya Government International Bond                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       599000 | PA      | $662194.50     | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                | Republic of Kenya Government International Bond                                  | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       617000 | PA      | $625021.00     | 0.00%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KeyCorp                                                                          | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      1515000 | PA      | $1516727.13    | 0.01%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      4959000 | PA      | $5106371.56    | 0.03%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| KIOXIA HOLDINGS CORP                                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      4625000 | PA      | $4777912.03    | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KP Germany Erste GmbH                                            | KP Germany Erste GmbH 2021 EUR Term Loan B                                       | CUSIP: 49865NAU4<br>LEI: 529900XJNR9VFZXAOS85 | Long             | LON              | CORP              | DE        |      3583833 | PA      | $722176.12     | 0.00%             | 2026-02-12      | Floating      | 6.86%                 | No            |                  3 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2541176.75    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      1867000 | PA      | $1912336.36    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       544000 | PA      | $562102.14     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      7096000 | PA      | $6074792.64    | 0.04%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      4887000 | PA      | $4443324.52    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                                      | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7597350 | PA      | $7597349.67    | 0.05%             | 2039-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                          | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6105000 | PA      | $6134588.43    | 0.04%             | 2042-06-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                          | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8585000 | PA      | $8613882.86    | 0.05%             | 2042-06-05      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                             | Kyrgyz Republic International Bond                                               | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      1737000 | PA      | $1801594.69    | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1082518.64    | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      4119000 | PA      | $4218284.38    | 0.03%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      6278000 | PA      | $6123043.89    | 0.04%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       480000 | PA      | $472984.61     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      5971000 | PA      | $6290191.75    | 0.04%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                              | LCM 29 Ltd                                                                       | CUSIP: 50201MAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1420000 | PA      | $1423550.00    | 0.01%             | 2031-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LCM 32 Ltd                                                       | LCM 32 Ltd                                                                       | CUSIP: 50204AAE6<br>LEI: 549300PWEMQKJMMXR454 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1251872.13    | 0.01%             | 2034-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                         | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       608000 | PA      | $639847.04     | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                        | LQR Trust 2025-CALI                                                              | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3542000 | PA      | $3540410.35    | 0.02%             | 2043-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                        | LQR Trust 2025-CALI                                                              | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7320000 | PA      | $7319921.31    | 0.04%             | 2043-01-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |      6053000 | PA      | $6019867.15    | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |       546000 | PA      | $541443.52     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |       790000 | PA      | $838097.57     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |       141000 | PA      | $144935.45     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       586000 | PA      | $575289.80     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       323000 | PA      | $312268.91     | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4098000 | PA      | $4098409.80    | 0.03%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       377000 | PA      | $376010.59     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1293203.74    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      1099000 | PA      | $1060969.54    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      1576000 | PA      | $1501479.91    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      6778000 | PA      | $6743659.94    | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                               | Latvia Government International Bond                                             | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1295000 | PA      | $1313635.05    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                        | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4388987 | PA      | $4394473.59    | 0.03%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1850000 | PA      | $1854737.11    | 0.01%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2153000 | PA      | $2167183.32    | 0.01%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                             | LendingClub Rated Notes Issuer Trust Series 2025-P2                              | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80000 | PA      | $191885.20     | 0.00%             | 2045-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                             | LendingClub Rated Notes Issuer Trust Series 2025-P2                              | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4923776 | PA      | $4953899.15    | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                             | LendingClub Rated Notes Issuer Trust Series 2025-P2                              | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       284000 | PA      | $285520.91     | 0.00%             | 2035-04-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                             | LendingClub Rated Notes Issuer Trust Series 2025-P2                              | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       572000 | PA      | $574876.99     | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                             | LendingClub Rated Notes Issuer Trust Series 2025-P2                              | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       229000 | PA      | $229816.43     | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                             | LendingClub Rated Notes Issuer Trust Series 2025-P2                              | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       367000 | PA      | $368157.81     | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                             | LendingClub Rated Notes Issuer Trust Series 2025-P2                              | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       183000 | PA      | $183659.86     | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust             | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P16             | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6413973 | PA      | $6435106.06    | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-3                                                    | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6352000 | PA      | $6343581.69    | 0.04%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-3                                                    | CUSIP: 525951AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1083000 | PA      | $1080722.99    | 0.01%             | 2035-05-21      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-3                                                    | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       305000 | PA      | $304852.81     | 0.00%             | 2035-05-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6407000 | PA      | $6485389.00    | 0.04%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1957000 | PA      | $1987369.51    | 0.01%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5241000 | PA      | $5341920.70    | 0.03%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2021-2                                                    | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       945000 | PA      | $894859.81     | 0.01%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3295000 | PA      | $3328526.63    | 0.02%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5895000 | PA      | $5981289.83    | 0.04%             | 2034-09-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1325000 | PA      | $1294007.32    | 0.01%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       710000 | PA      | $681219.58     | 0.00%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     14197909 | PA      | $14630817.44   | 0.09%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       491000 | PA      | $508580.26     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LIBERTY COSTA RICA SR SF                                         | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      1026000 | PA      | $1085313.06    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       367000 | PA      | $245216.73     | 0.00%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      3291000 | PA      | $3443853.79    | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1845276.20    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      6330000 | PA      | $6903352.41    | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       847000 | PA      | $920341.73     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                              | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      1186000 | PA      | $1262371.28    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1167783.32    | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        37000 | PA      | $35614.91      | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       345000 | PA      | $333744.41     | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      3958000 | PA      | $3975584.44    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      1918000 | PA      | $1917406.57    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      1607000 | PA      | $1584571.74    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                  | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11143000 | PA      | $11156358.23   | 0.07%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9050000 | PA      | $9051393.70    | 0.06%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105294 | PA      | $92952.46      | 0.00%             | 2046-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| LUX 2023-LION                                                    | LUX 2023-LION                                                                    | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       882000 | PA      | $890265.13     | 0.01%             | 2040-08-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                  | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      2115100 | PA      | $2138127.54    | 0.01%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                  | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      1311447 | PA      | $1324408.79    | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2020-NQM1 Trust                                                              | CUSIP: 552754AC7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       206163 | PA      | $200391.44     | 0.00%             | 2049-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAC5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      3696710 | PA      | $3324221.37    | 0.02%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2021-W10X                                                                    | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       130000 | PA      | $129846.69     | 0.00%             | 2034-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2021-W10X                                                                    | CUSIP: 55284DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99963.87      | 0.00%             | 2034-12-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAF2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      2702914 | PA      | $2425136.88    | 0.01%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                | MDGH GMTN RSC Ltd                                                                | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       542000 | PA      | $527837.54     | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2023-NQM1 Trust                                                              | CUSIP: 55285PAA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       519563 | PA      | $517947.95     | 0.00%             | 2067-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2022-NQM3 Trust                                                              | CUSIP: 55286EAA6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      1303871 | PA      | $1299848.10    | 0.01%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      1873944 | PA      | $1888949.32    | 0.01%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       894318 | PA      | $894597.80     | 0.01%             | 2037-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1812807 | PA      | $1813373.90    | 0.01%             | 2037-02-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1651669 | PA      | $1652185.14    | 0.01%             | 2037-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2024-NQM1 Trust                                                              | CUSIP: 55286VAA8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      1111957 | PA      | $1129663.40    | 0.01%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5261011 | PA      | $5270875.84    | 0.03%             | 2041-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFRA 2024-NQM3 Trust                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6169601 | PA      | $6243726.19    | 0.04%             | 2069-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFRA 2024-NQM3 Trust                                                             | CUSIP: 55287GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3529412 | PA      | $3598111.65    | 0.02%             | 2069-12-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8617000 | PA      | $8640865.64    | 0.05%             | 2042-05-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14900000 | PA      | $14900000.00   | 0.09%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM4 Trust                                                              | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |     19240921 | PA      | $19394347.70   | 0.12%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2021-STOR                                                                    | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4720000 | PA      | $4718525.00    | 0.03%             | 2038-07-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2021-STOR                                                                    | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1299187.50    | 0.01%             | 2038-07-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2021-STOR                                                                    | CUSIP: 55293BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       215000 | PA      | $214798.44     | 0.00%             | 2038-07-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2021-STOR                                                                    | CUSIP: 55293BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       215000 | PA      | $214731.25     | 0.00%             | 2038-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2021-STOR                                                                    | CUSIP: 55293BAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       350000 | PA      | $349562.50     | 0.00%             | 2038-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        84000 | PA      | $84047.54      | 0.00%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      2175000 | PA      | $2188839.53    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      3814000 | PA      | $3904429.94    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1732000 | PA      | $1771498.26    | 0.01%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| MMAF Equipment Finance LLC                                       | MMAF Equipment Finance LLC 2024-A                                                | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1676778 | PA      | $1728967.38    | 0.01%             | 2049-07-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                       | MIRA Trust 2023-MILE                                                             | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       103000 | PA      | $106849.36     | 0.00%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citicorp Homeowners Mortgage Acceptance Corp. 1                  | MAC Trust 2025-801B                                                              | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10700000 | PA      | $10739970.92   | 0.07%             | 2040-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8181000 | PA      | $8213173.42    | 0.05%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                             | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3927000 | PA      | $3950708.87    | 0.02%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                             | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3992000 | PA      | $3955502.34    | 0.02%             | 2042-10-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      1591000 | PA      | $1571939.18    | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LXXI Ltd                                                    | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9715000 | PA      | $9732972.75    | 0.06%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1503061.65    | 0.01%             | 2037-04-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $493947.40     | 0.00%             | 2037-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XIV Ltd                                                     | CUSIP: 55818RBS4<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000194.40    | 0.02%             | 2030-10-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006327.70    | 0.01%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXIV Ltd                                                   | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1497709.35    | 0.01%             | 2037-10-16      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4469060 | PA      | $4473256.96    | 0.03%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       475000 | PA      | $476245.21     | 0.00%             | 2032-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXV Ltd                                                    | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3962000 | PA      | $3962000.00    | 0.02%             | 2032-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXV Ltd                                                    | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7500000.00    | 0.05%             | 2039-02-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXVI Ltd                                                   | CUSIP: 55819PBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250138.88     | 0.00%             | 2035-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXIX LTD                                                    | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3258508.83    | 0.02%             | 2038-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                                | Atrium XV                                                                        | CUSIP: 55820LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003854.70    | 0.01%             | 2036-07-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       850000 | PA      | $850317.99     | 0.01%             | 2029-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LI Ltd                                                      | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752723.55     | 0.00%             | 2038-10-19      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      1375000 | PA      | $1379946.43    | 0.01%             | 2037-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6018606.00    | 0.04%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LXV Ltd                                                     | CUSIP: 55823FAA3<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |      6000000 | PA      | $6028908.00    | 0.04%             | 2038-07-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XL-R Ltd                                                    | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3700000 | PA      | $3718159.60    | 0.02%             | 2038-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XL-R Ltd                                                    | CUSIP: 55823RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3536334.90    | 0.02%             | 2038-10-16      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       692000 | PA      | $686886.12     | 0.00%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      6569000 | PA      | $5780720.00    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                     | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      4968000 | PA      | $4694826.07    | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9900000 | PA      | $9899996.34    | 0.06%             | 2041-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1399998.89    | 0.01%             | 2041-01-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1399998.60    | 0.01%             | 2041-01-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1600000 | PA      | $1599997.62    | 0.01%             | 2041-01-15      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                             | Marble Point CLO XVII Ltd                                                        | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3512241.95    | 0.02%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                            | Marble Point CLO XV Ltd                                                          | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006432.30    | 0.02%             | 2032-07-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                                     | Marcobre SAC                                                                     | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |       588000 | PA      | $584516.10     | 0.00%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                 | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1330000 | PA      | $1417637.42    | 0.01%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5732000 | PA      | $5810565.66    | 0.04%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2074000 | PA      | $2099801.80    | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2834000 | PA      | $2876239.64    | 0.02%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1621265.60    | 0.01%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1592000 | PA      | $1628936.15    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2340000 | PA      | $2390308.83    | 0.01%             | 2038-11-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2102000 | PA      | $2158123.82    | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2021-B                                            | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5745000 | PA      | $5599219.48    | 0.03%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2021-B                                            | CUSIP: 56847JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1177000 | PA      | $1123176.61    | 0.01%             | 2036-11-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2025-B                                            | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5113000 | PA      | $5124058.40    | 0.03%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2021-A                                            | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       480000 | PA      | $472535.52     | 0.00%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2021-A                                            | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       350000 | PA      | $339272.92     | 0.00%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       190000 | PA      | $181259.44     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      4964000 | PA      | $4723208.27    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        48000 | PA      | $49044.10      | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      1762000 | PA      | $1794152.98    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      2667000 | PA      | $2687930.62    | 0.02%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      1203000 | PA      | $1202768.78    | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      2104000 | PA      | $1983144.77    | 0.01%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      2661000 | PA      | $2635610.60    | 0.02%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       454000 | PA      | $411125.38     | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       418000 | PA      | $408153.22     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      2593000 | PA      | $2547800.64    | 0.02%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96781.25      | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     15427000 | PA      | $15175593.89   | 0.09%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      1598000 | PA      | $1605082.34    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     12330000 | PA      | $9809737.52    | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee LLC                                                       | McAfee LLC 2024 EUR Term Loan B                                                  | CUSIP: 57906HAC1<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      1602723 | PA      | $1714025.76    | 0.01%             | 2029-03-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2024-NQM2 Trust                                                              | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |      4651632 | PA      | $4676731.49    | 0.03%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM3 Trust                                                              | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      8325052 | PA      | $8389763.79    | 0.05%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM3 Trust                                                              | CUSIP: 58004LAD9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       631579 | PA      | $640082.58     | 0.00%             | 2070-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM3 Trust                                                              | CUSIP: 58004LAE7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      1850000 | PA      | $1871562.49    | 0.01%             | 2070-08-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      1602186 | PA      | $1604634.74    | 0.01%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                            | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      4226000 | PA      | $4442827.61    | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4800000 | PA      | $4859301.60    | 0.03%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       592000 | PA      | $617752.00     | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                         | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9505000 | PA      | $9810211.73    | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       643000 | PA      | $673140.63     | 0.00%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       673000 | PA      | $670688.25     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| METHANEX CORP                                                    | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      3819000 | PA      | $3829861.24    | 0.02%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| METHANEX US OPERATIONS                                           | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       880000 | PA      | $907470.08     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4997987.00    | 0.03%             | 2040-09-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                       | MHP Lux SA                                                                       | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       335000 | PA      | $345050.00     | 0.00%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  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        |     10159000 | PA      | $10195587.64   | 0.06%             | 2043-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                          | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      4495000 | PA      | $4358637.43    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                              | Midocean Credit Clo XXI                                                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2709412.20    | 0.02%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                              | Midocean Credit CLO XV Ltd                                                       | CUSIP: 59801FAG8<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1004743.60    | 0.01%             | 2037-07-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                              | Midocean Credit CLO XV Ltd                                                       | CUSIP: 59801FAJ2<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1008070.30    | 0.01%             | 2037-07-21      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                              | MidOcean Credit CLO XIX                                                          | CUSIP: 59803HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003121.00    | 0.01%             | 2036-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                              | MidOcean Credit CLO XII Ltd                                                      | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2511227.50    | 0.02%             | 2038-07-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Milford Park CLO, Ltd.                                           | Milford Park CLO Ltd                                                             | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3007994.40    | 0.02%             | 2038-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |      2539000 | PA      | $2591519.22    | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |      1990000 | PA      | $2012445.21    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                                   | Milos CLO Ltd                                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |       601130 | PA      | $601141.07     | 0.00%             | 2030-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                              | Minejesa Capital BV                                                              | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       722000 | PA      | $713956.92     | 0.00%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       210000 | PA      | $214750.44     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      3426000 | PA      | $3551517.54    | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1962000 | PA      | $2060903.09    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1660000 | PA      | $1744586.33    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                          | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2689000 | PA      | $2761772.41    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2042982.00    | 0.01%             | 2036-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10520000 | PA      | $11049755.64   | 0.07%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      2824000 | PA      | $2773813.57    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      3666000 | PA      | $3381418.68    | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      2062000 | PA      | $1855492.97    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       505000 | PA      | $508562.78     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       298000 | PA      | $305404.70     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAG6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       799000 | PA      | $787015.00     | 0.00%             | 2034-11-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAH8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       230000 | PA      | $225866.74     | 0.00%             | 2050-12-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4470000 | PA      | $4415212.33    | 0.03%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBC3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       650000 | PA      | $646151.03     | 0.00%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBD1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       182035 | PA      | $177523.28     | 0.00%             | 2051-07-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JBD2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       895000 | PA      | $856630.19     | 0.01%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAZ3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       895000 | PA      | $854679.44     | 0.01%             | 2052-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       468000 | PA      | $481308.75     | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      3338000 | PA      | $3187877.12    | 0.02%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5143607 | PA      | $5153913.67    | 0.03%             | 2069-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1010291.02    | 0.01%             | 2069-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13277985 | PA      | $13426678.57   | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1525164.45    | 0.01%             | 2070-07-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                         | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13201467 | PA      | $13348361.43   | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2712000 | PA      | $2720713.66    | 0.02%             | 2070-09-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd                               | Morgan Stanley Eaton Vance CLO 2022-18 Ltd                                       | CUSIP: 617924AS4<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010359.40    | 0.01%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2367092 | PA      | $2398174.14    | 0.01%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830084 | PA      | $1858059.58    | 0.01%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                         | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19529421 | PA      | $19224527.95   | 0.12%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                         | CUSIP: 617946AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1641414 | PA      | $1540394.32    | 0.01%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                         | CUSIP: 617950AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9900000 | PA      | $9899714.88    | 0.06%             | 2071-01-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                           | Mosaic Solar Loan Trust 2023-4                                                   | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       115146 | PA      | $115688.75     | 0.00%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                           | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        32721 | PA      | $30832.07      | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  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        |       107081 | PA      | $100452.33     | 0.00%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                           | Mosaic Solar Loan Trust 2021-2                                                   | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       267940 | PA      | $223328.04     | 0.00%             | 2047-04-22      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                          | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2041000 | PA      | $2041000.00    | 0.01%             | 2039-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      6177000 | PA      | $6039378.05    | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      3156000 | PA      | $3161453.57    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                               | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149265.92     | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MURPHY OIL USA INC                                               | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      1714000 | PA      | $1609948.72    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      1000000 | PA      | $1023000.00    | 0.01%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      5755000 | PA      | $5890818.00    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      1700000 | PA      | $1697875.00    | 0.01%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      3981000 | PA      | $3929548.36    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      1213000 | PA      | $1195433.25    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2909000 | PA      | $3108819.21    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      7319000 | PA      | $7500555.11    | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       358000 | PA      | $358979.91     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5993000 | PA      | $6088834.66    | 0.04%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                  | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1305000 | PA      | $1341423.86    | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      4412000 | PA      | $4425143.35    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1916523.80    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2637000 | PA      | $2463489.04    | 0.02%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      4368000 | PA      | $4484158.22    | 0.03%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      9578000 | PA      | $9541879.93    | 0.06%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1508000 | PA      | $1518001.06    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7790000 | PA      | $7820731.55    | 0.05%             | 2029-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1001250.00    | 0.01%             | 2029-08-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4005000.00    | 0.02%             | 2029-08-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT 2024-RR1 Trust                                                              | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3840487 | PA      | $3819906.50    | 0.02%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |      6539318 | PA      | $6584370.58    | 0.04%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2426192 | PA      | $2426121.88    | 0.01%             | 2061-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6263816 | PA      | $6263749.60    | 0.04%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $999990.40     | 0.01%             | 2061-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       722000 | PA      | $747992.00     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       468000 | PA      | $500263.92     | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      1348000 | PA      | $1417523.10    | 0.01%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       199909 | PA      | $204981.46     | 0.00%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                   | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      5745000 | PA      | $6157008.42    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                     | Navient Refinance Loan Trust 2025-C                                              | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3394769 | PA      | $3405494.56    | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Loan Trust 2015-B                                      | CUSIP: 63939KAC3<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |       976151 | PA      | $977607.52     | 0.01%             | 2040-07-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Loan Trust 2018-B                                      | CUSIP: 63940QAB9<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |        69212 | PA      | $69171.30      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Loan Trust 2018-B                                      | CUSIP: 63940QAC7<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |       238044 | PA      | $238057.19     | 0.00%             | 2059-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2019-C                                 | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       818659 | PA      | $810892.92     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2019-A                                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |        16585 | PA      | $16551.43      | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2019-A                                 | CUSIP: 63941BAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       318764 | PA      | $318753.35     | 0.00%             | 2043-01-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2019-D                                 | CUSIP: 63941CAC7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      1350032 | PA      | $1348080.06    | 0.01%             | 2059-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAB8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $88854.34      | 0.00%             | 2069-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      3107102 | PA      | $3002431.97    | 0.02%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      1562850 | PA      | $1575165.69    | 0.01%             | 2068-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust 2019-B                                                | CUSIP: 63941LAB9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |       447841 | PA      | $441765.27     | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       650589 | PA      | $605881.55     | 0.00%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      2497658 | PA      | $2483603.76    | 0.02%             | 2069-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       242872 | PA      | $224200.73     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       334565 | PA      | $331159.59     | 0.00%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      6872408 | PA      | $6238471.42    | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      3252598 | PA      | $2994727.54    | 0.02%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |      1303070 | PA      | $1314675.00    | 0.01%             | 2072-03-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      4293498 | PA      | $4400427.31    | 0.03%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                                     | Navient Education Loan Trust 2025-A                                              | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1333000 | PA      | $1346674.31    | 0.01%             | 2055-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                                     | Navient Education Loan Trust 2025-A                                              | CUSIP: 63943EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3024000 | PA      | $3054340.70    | 0.02%             | 2055-07-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                     | Navient Refinance Loan Trust 2025-B                                              | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4349669 | PA      | $4352620.50    | 0.03%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      8758508 | PA      | $8809850.87    | 0.05%             | 2055-05-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAC7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      4285000 | PA      | $4287587.28    | 0.03%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAD5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      2406000 | PA      | $2406615.70    | 0.01%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAE3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1725000 | PA      | $1715281.52    | 0.01%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      4550000 | PA      | $4593392.90    | 0.03%             | 2057-03-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAC8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      5670000 | PA      | $5665981.10    | 0.03%             | 2057-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      5314285 | PA      | $5298546.55    | 0.03%             | 2057-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAA6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1020755 | PA      | $1019881.31    | 0.01%             | 2062-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       225960 | PA      | $229002.35     | 0.00%             | 2053-11-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAA9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       200562 | PA      | $199698.72     | 0.00%             | 2062-04-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAB7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1716711 | PA      | $1639063.44    | 0.01%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $452378.80     | 0.00%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       351014 | PA      | $350395.10     | 0.00%             | 2062-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAB2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1410990 | PA      | $1346298.11    | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAC0<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     10883000 | PA      | $10888269.55   | 0.07%             | 2062-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAD8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       779002 | PA      | $743285.62     | 0.00%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAE6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      3869000 | PA      | $3499573.56    | 0.02%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAJ5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $271354.89     | 0.00%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      2723485 | PA      | $2716552.57    | 0.02%             | 2062-04-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAD1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       664000 | PA      | $576964.01     | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      4570819 | PA      | $4602609.46    | 0.03%             | 2065-06-22      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAE8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      2778000 | PA      | $2730308.41    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      1034000 | PA      | $1061717.40    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      8599000 | PA      | $9091667.58    | 0.06%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers CLO 36R Ltd                                       | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5527296.50    | 0.03%             | 2039-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers CLO 36R Ltd                                       | CUSIP: 64090EAG1<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      3440000 | PA      | $3463678.55    | 0.02%             | 2039-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers Clo 58 Ltd                                        | CUSIP: 640970AA7<br>LEI: 254900FFU2A0PJWUZ830 | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1129955.63    | 0.01%             | 2038-10-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011540.70    | 0.02%             | 2038-07-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman CLO XXI Ltd                                                     | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9036000.00    | 0.06%             | 2039-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers CLO 30 Ltd                                        | CUSIP: 64132MBN7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002476.40    | 0.01%             | 2039-01-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers CLO 33 Ltd                                        | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6020971.80    | 0.04%             | 2039-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YBN1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013062.40    | 0.01%             | 2039-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |       425000 | PA      | $425723.82     | 0.00%             | 2035-10-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAN3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5031399.00    | 0.03%             | 2037-10-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers Clo 51 Ltd                                        | CUSIP: 64135BAL3<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |      6900000 | PA      | $6907170.48    | 0.04%             | 2036-10-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers CLO 48 Ltd                                        | CUSIP: 64135GAU2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1500205.50    | 0.01%             | 2036-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers Clo 56 Ltd                                        | CUSIP: 64135TAJ9<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1007881.20    | 0.01%             | 2037-07-24      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 2 Ltd                                                           | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011935.20    | 0.02%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 7 Ltd                                                           | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2507935.75    | 0.02%             | 2038-03-31      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 3 Ltd                                                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3013038.00    | 0.02%             | 2038-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5021640.00    | 0.03%             | 2038-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2024-NQM3                                    | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |      8183683 | PA      | $8307557.02    | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2018-2                                       | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |        76977 | PA      | $76654.82      | 0.00%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2024-NQM1                                    | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |      1380469 | PA      | $1395387.65    | 0.01%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2024-NQM1                                    | CUSIP: 64828DAE7<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1931600.80    | 0.01%             | 2064-03-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2019-NQM4                                    | CUSIP: 64828EAA3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      1471435 | PA      | $1422253.48    | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2019-NQM4                                    | CUSIP: 64828EAC9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      2440494 | PA      | $2360789.88    | 0.01%             | 2059-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2014-2                                       | CUSIP: 64828YAQ4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       141384 | PA      | $135979.33     | 0.00%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2015-1                                       | CUSIP: 64829CAA6<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |        32769 | PA      | $31876.63      | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2015-1                                       | CUSIP: 64829CAB4<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |        84543 | PA      | $81986.41      | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2015-1                                       | CUSIP: 64829CAD0<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |       414196 | PA      | $401669.81     | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2017-2                                       | CUSIP: 64829KBW9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       114429 | PA      | $111601.65     | 0.00%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2018-5                                       | CUSIP: 64829XAA0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       126834 | PA      | $127045.95     | 0.00%             | 2057-12-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2019-NQM5                                    | CUSIP: 64830PAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       827884 | PA      | $794177.81     | 0.00%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2020-NQM1                                    | CUSIP: 64830VAB9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       572039 | PA      | $544385.41     | 0.00%             | 2060-01-26      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2020-NQM1                                    | CUSIP: 64830VAC7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      1668209 | PA      | $1585666.04    | 0.01%             | 2060-01-26      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2021-NQM2R                                   | CUSIP: 64831EAA8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       523113 | PA      | $503659.95     | 0.00%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2022-SFR1                                    | CUSIP: 64831KAN6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |       258000 | PA      | $252900.99     | 0.00%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2022-NQM3                                    | CUSIP: 64831QAB9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       871770 | PA      | $815349.20     | 0.00%             | 2062-04-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | NEW Residential Mortgage Loan Trust 2025-Nqm2                                    | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |      2040358 | PA      | $2068835.94    | 0.01%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |      5437429 | PA      | $5473331.81    | 0.03%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |     16355247 | PA      | $16604269.87   | 0.10%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      3202182 | PA      | $3259659.25    | 0.02%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      2171711 | PA      | $2242933.78    | 0.01%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      4426483 | PA      | $4473022.08    | 0.03%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      3500000 | PA      | $3473503.95    | 0.02%             | 2065-07-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |     11259045 | PA      | $11340114.83   | 0.07%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAG9<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1318145.40    | 0.01%             | 2065-08-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAH7<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |       833333 | PA      | $829643.67     | 0.01%             | 2065-08-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2570000 | PA      | $2572729.34    | 0.02%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      3452000 | PA      | $3380660.97    | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2786000 | PA      | $2753766.54    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEXA RESOURCES SA                                                | Nexa Resources SA                                                                | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       512000 | PA      | $554585.60     | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NEXSTAR MEDIA INC                                                | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      2166000 | PA      | $2152922.13    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       416000 | PA      | $412217.52     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       404000 | PA      | $416881.14     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      2058000 | PA      | $2058526.85    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                    | 1988 CLO 2 Ltd                                                                   | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3545000 | PA      | $3556084.51    | 0.02%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                    | 1988 CLO 3 Ltd                                                                   | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3002015.70    | 0.02%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                              | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       734000 | PA      | $866854.00     | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                              | Nigeria Government International Bond                                            | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2973000 | PA      | $3188542.50    | 0.02%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      9509000 | PA      | $8976923.33    | 0.05%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      2845000 | PA      | $2785817.40    | 0.02%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       534000 | PA      | $553693.35     | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      4676000 | PA      | $4692034.00    | 0.03%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      4019000 | PA      | $4007843.26    | 0.02%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       763000 | PA      | $801129.77     | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      3334000 | PA      | $3518627.25    | 0.02%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      2516000 | PA      | $2686891.83    | 0.02%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6798000 | PA      | $7086608.75    | 0.04%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                    | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      1624000 | PA      | $1550424.84    | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL & GAS INC                                           | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      1062000 | PA      | $1097831.88    | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                           | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      2761000 | PA      | $2787558.06    | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      3798000 | PA      | $3829735.21    | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      2058000 | PA      | $2109287.42    | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       211000 | PA      | $212016.81     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      4418000 | PA      | $4438640.90    | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |        80000 | PA      | $78008.38      | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      3113000 | PA      | $3319793.48    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                         | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11031000 | PA      | $11065471.88   | 0.07%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      5195000 | PA      | $5032734.18    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2418000 | PA      | $2212633.22    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      1811000 | PA      | $1877012.76    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NUSTAR LOGISTICS LP                                              | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       806000 | PA      | $814057.58     | 0.00%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Onslow Bay Financial LLC                                         | OBX 2021-NQM2 Trust                                                              | CUSIP: 670857AC5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      2319435 | PA      | $1967236.66    | 0.01%             | 2061-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2020-19 Ltd                                                              | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2254950.00    | 0.01%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2020-19 Ltd                                                              | CUSIP: 670881BE0<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004225.50    | 0.01%             | 2038-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       989000 | PA      | $1077065.51    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2015-9 Ltd                                                               | CUSIP: 67091YBN3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249872.68     | 0.00%             | 2037-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2015-10 Ltd                                                              | CUSIP: 67092DBD0<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008733.60    | 0.01%             | 2038-01-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2016-12 Ltd                                                              | CUSIP: 67092RAY4<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007530.80    | 0.01%             | 2037-10-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2016-12 Ltd                                                              | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4781025.10    | 0.03%             | 2037-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6780387.15    | 0.04%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2017-14 Ltd                                                              | CUSIP: 67097QAS4<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |       680000 | PA      | $684828.07     | 0.00%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2017-14 Ltd                                                              | CUSIP: 67097QAY1<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |      1260000 | PA      | $1268802.23    | 0.01%             | 2037-07-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2019-INV1 Trust                                                              | CUSIP: 67098AAC3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |       233597 | PA      | $226308.84     | 0.00%             | 2048-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $703029.67     | 0.00%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3264707.88    | 0.02%             | 2037-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6250000 | PA      | $6281512.50    | 0.04%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1252625.00    | 0.01%             | 2038-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO Ltd                                                                      | CUSIP: 671026BE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4750000.00    | 0.03%             | 2039-01-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                             | OHA Loan Funding 2013-2 Ltd                                                      | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1260000 | PA      | $1264250.61    | 0.01%             | 2038-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2024-35 Ltd                                                              | CUSIP: 671064AA1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2526525.75    | 0.02%             | 2037-10-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250925.00     | 0.00%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OZLM Funding Ltd                                                 | OZLM Funding II Ltd                                                              | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003732.90    | 0.02%             | 2037-07-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                             | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |      3715000 | PA      | $3732568.24    | 0.02%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                             | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDS0<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $503370.15     | 0.00%             | 2038-10-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                             | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDW1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2750000.00    | 0.02%             | 2038-10-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                             | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250979.60     | 0.00%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                         | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |       454369 | PA      | $455405.72     | 0.00%             | 2031-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2018-15 Ltd                                                              | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003240.80    | 0.01%             | 2038-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753159.30     | 0.00%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                         | OZLM XXIV Ltd                                                                    | CUSIP: 67113DBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1201784.16    | 0.01%             | 2032-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 5 Ltd                                                         | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1761622.28    | 0.01%             | 2037-10-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3261955.13    | 0.02%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $503657.45     | 0.00%             | 2037-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2021-NQM1 Trust                                                              | CUSIP: 67114BAA5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      1299122 | PA      | $1150968.83    | 0.01%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2022-NQM1 Trust                                                              | CUSIP: 67114VAB9<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      1260000 | PA      | $1012295.84    | 0.01%             | 2061-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Partners XVI                                                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $627806.88     | 0.00%             | 2037-10-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 13 Ltd                                                        | CUSIP: 67116CAL7<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |       751000 | PA      | $754349.46     | 0.00%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 13 Ltd                                                        | CUSIP: 67116CAU7<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |      1000000 | PA      | $1004943.50    | 0.01%             | 2037-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2022-NQM7 Trust                                                              | CUSIP: 67117DAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |       389304 | PA      | $389135.57     | 0.00%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2023-NQM3 Trust                                                              | CUSIP: 67117PAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      7686395 | PA      | $7682512.41    | 0.05%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      1556571 | PA      | $1565758.84    | 0.01%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM3 Trust                                                              | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |       945683 | PA      | $956193.60     | 0.01%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |      2572409 | PA      | $2598668.78    | 0.02%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAD6<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1009239.30    | 0.01%             | 2064-01-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM11 Trust                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |      1213111 | PA      | $1228173.44    | 0.01%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |      2622749 | PA      | $2631213.71    | 0.02%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2024-37 Ltd                                                              | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |      2750000 | PA      | $2762798.23    | 0.02%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                        | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4400000 | PA      | $4411000.00    | 0.03%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                | OCP Aegis CLO 2024-39 Ltd                                                        | CUSIP: 67120EAA1<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2002156.60    | 0.01%             | 2037-01-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5020704.50    | 0.03%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008252.70    | 0.02%             | 2038-01-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 22 Ltd                                                        | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |      2050000 | PA      | $2055330.00    | 0.01%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 10-R Ltd                                                      | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4009922.40    | 0.02%             | 2037-07-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 10-R Ltd                                                      | CUSIP: 67121RAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3016298.70    | 0.02%             | 2038-07-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3179000 | PA      | $3260471.73    | 0.02%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT Loan Trust 2025-CP1                                                         | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |      9306089 | PA      | $9054610.43    | 0.06%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 16-R Ltd                                                      | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006968.60    | 0.01%             | 2038-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-11X                                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4940000 | PA      | $4978331.93    | 0.03%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5516000 | PA      | $5542980.41    | 0.03%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Trust 2025-77C                                                               | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14075000 | PA      | $14126019.06   | 0.09%             | 2036-01-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-45 Ltd                                                              | CUSIP: 67126BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1025000 | PA      | $1028707.43    | 0.01%             | 2038-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2021-2 Ltd                                                           | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003125.70    | 0.02%             | 2035-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2023-NQM5 Trust                                                              | CUSIP: 673919AD8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $853989.65     | 0.01%             | 2063-06-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2019-3 Ltd                                                           | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3013753.80    | 0.02%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005600.00    | 0.01%             | 2038-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2024-27 Ltd                                                          | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |       270000 | PA      | $272623.70     | 0.00%             | 2037-10-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       458000 | PA      | $474795.66     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      2982000 | PA      | $3040143.93    | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |      1021711 | PA      | $1033743.20    | 0.01%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2024-32 Ltd                                                              | CUSIP: 67570DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1200000 | PA      | $1212529.92    | 0.01%             | 2037-04-23      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-40 Ltd                                                              | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1001842.00    | 0.01%             | 2038-04-16      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                            | OCP CLO 2023-27 Ltd                                                              | CUSIP: 67570KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3529745.45    | 0.02%             | 2038-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                                   | Octagon 75 Ltd                                                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006640.80    | 0.01%             | 2038-01-22      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5007182.00    | 0.03%             | 2031-02-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                            | Octagon Investment Partners 36 Ltd                                               | CUSIP: 67591UAG2<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250132.90     | 0.00%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                             | Octagon Investment Partners 41 Ltd                                               | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4250000 | PA      | $4254676.70    | 0.03%             | 2033-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5022455.00    | 0.03%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013562.60    | 0.01%             | 2037-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004753.10    | 0.01%             | 2037-10-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 14-R Ltd                                                      | CUSIP: 67706QAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1011523.60    | 0.01%             | 2038-04-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9500000 | PA      | $9508179.50    | 0.06%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2950000 | PA      | $2920390.26    | 0.02%             | 2038-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1501626.00    | 0.01%             | 2038-04-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 2 LTD                                                         | CUSIP: 67707EBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1257587.63    | 0.01%             | 2038-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 2 LTD                                                         | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2050000 | PA      | $2061169.02    | 0.01%             | 2038-01-21      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                             | OI European Group BV                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |       239000 | PA      | $231279.03     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       166000 | PA      | $161859.46     | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OLIN CORP                                                        | Olin Corp                                                                        | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       395000 | PA      | $396074.40     | 0.00%             | 2029-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      4968000 | PA      | $4868216.38    | 0.03%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      6301000 | PA      | $6165657.04    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1651000 | PA      | $1692352.60    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      4192000 | PA      | $4175686.58    | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                          | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1800000 | PA      | $1797375.24    | 0.01%             | 2036-03-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1778000 | PA      | $1751474.91    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3942000 | PA      | $3918707.51    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  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        |      2130000 | PA      | $2032289.04    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       292000 | PA      | $281407.41     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6354000 | PA      | $6513913.09    | 0.04%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  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        |       954000 | PA      | $970143.59     | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                               | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9235000 | PA      | $9469465.57    | 0.06%             | 2042-08-11      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $970000.00     | 0.01%             | 2036-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       519000 | PA      | $502132.50     | 0.00%             | 2036-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $961250.00     | 0.01%             | 2036-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                    | 1988 CLO 5 Ltd                                                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4012716.00    | 0.02%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       172749 | PA      | $172850.53     | 0.00%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8929000 | PA      | $8953949.41    | 0.05%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       353704 | PA      | $348543.33     | 0.00%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       392000 | PA      | $378063.26     | 0.00%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       575000 | PA      | $554511.37     | 0.00%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       350000 | PA      | $345299.47     | 0.00%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5323000 | PA      | $5483900.98    | 0.03%             | 2036-09-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       595000 | PA      | $615785.55     | 0.00%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4250000 | PA      | $4284277.10    | 0.03%             | 2036-09-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3088000 | PA      | $3181558.06    | 0.02%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       595000 | PA      | $628212.48     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2021-1                                          | CUSIP: 68269MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       200000 | PA      | $190266.00     | 0.00%             | 2036-06-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2021-1                                          | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $464744.85     | 0.00%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17087000 | PA      | $17910461.83   | 0.11%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | Onemain Financial Issuance Trust 2025-1                                          | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12650000 | PA      | $12818506.86   | 0.08%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | Onemain Financial Issuance Trust 2025-1                                          | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1072000 | PA      | $1083536.33    | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13575000 | PA      | $13625906.25   | 0.08%             | 2042-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11711000 | PA      | $11799126.21   | 0.07%             | 2042-06-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                   | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5605000 | PA      | $5700417.84    | 0.03%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                       | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      2592000 | PA      | $2644933.82    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       896000 | PA      | $867338.12     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      5980000 | PA      | $5550512.81    | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       489000 | PA      | $454237.04     | 0.00%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1013000 | PA      | $910048.40     | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2870000 | PA      | $2787034.53    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2833000 | PA      | $2866486.06    | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2293000 | PA      | $2358497.25    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                           | Orchard Park Clo Ltd                                                             | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004771.30    | 0.01%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                           | Orchard Park Clo Ltd                                                             | CUSIP: 68563KAA9<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1009102.60    | 0.01%             | 2037-10-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                   | Orion CLO 2025-6 Ltd                                                             | CUSIP: 68626HAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3033298.50    | 0.02%             | 2038-10-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3367000 | PA      | $3366304.71    | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       190000 | PA      | $185527.21     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       737000 | PA      | $719367.28     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       851000 | PA      | $896244.27     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      3458000 | PA      | $3519355.29    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Owl Rock CLO                                                     | OWL Rock Clo V LLC                                                               | CUSIP: 69120JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1499158.35    | 0.01%             | 2034-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PFP III                                                          | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       939476 | PA      | $940294.66     | 0.01%             | 2039-09-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      8935000 | PA      | $9221357.64    | 0.06%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                              | PFS Financing Corp                                                               | CUSIP: 69335PFH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1750000 | PA      | $1751078.53    | 0.01%             | 2028-04-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                              | PFS Financing Corp                                                               | CUSIP: 69335PFV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8050000 | PA      | $8143321.24    | 0.05%             | 2030-02-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $1155626.01    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      3325000 | PA      | $3321912.41    | 0.02%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2021-AFC1 Trust                                                            | CUSIP: 69357TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1529003 | PA      | $1347374.19    | 0.01%             | 2056-08-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2021-AFC2 Trust                                                            | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3367821 | PA      | $3015885.41    | 0.02%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2022-NQM1 Trust                                                             | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2717305 | PA      | $2709008.66    | 0.02%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2022-NQM1 Trust                                                             | CUSIP: 69378KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       248000 | PA      | $246218.81     | 0.00%             | 2067-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3127088 | PA      | $3157255.23    | 0.02%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       743210 | PA      | $752380.81     | 0.00%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial Mortgage Trust                    | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8463000 | PA      | $8465644.69    | 0.05%             | 2039-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-NQM3                                                                   | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5750043 | PA      | $5774139.62    | 0.04%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RCF5 LLC                                                               | CUSIP: 69381JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2250000 | PA      | $2120326.20    | 0.01%             | 2054-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9754727 | PA      | $9847806.10    | 0.06%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5101650.50    | 0.03%             | 2069-12-26      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2980552 | PA      | $3017697.31    | 0.02%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10627427 | PA      | $10736466.92   | 0.07%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3017822 | PA      | $3042379.53    | 0.02%             | 2070-05-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                   | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6364000 | PA      | $6544941.88    | 0.04%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                   | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5516000 | PA      | $5807384.35    | 0.04%             | 2042-08-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-RCF4 LLC                                                               | CUSIP: 69382WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1166667 | PA      | $1132642.67    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-RCF4 LLC                                                               | CUSIP: 69382WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1348278.54    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-RCF4 LLC                                                               | CUSIP: 69382WAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1333333 | PA      | $1235615.42    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10886159 | PA      | $11004126.73   | 0.07%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2026-RCF1 Trust                                                             | CUSIP: 69383VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1625000 | PA      | $1628910.01    | 0.01%             | 2056-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2026-RCF1 Trust                                                             | CUSIP: 69383VAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       945455 | PA      | $907017.44     | 0.01%             | 2056-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2024-HOME1 Trust                                                           | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1039356 | PA      | $1056036.77    | 0.01%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-RPL1 Trust                                                             | CUSIP: 69392FAA5<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |      6732823 | PA      | $6599134.46    | 0.04%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-RPL2 Trust                                                             | CUSIP: 69392LAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |      1166565 | PA      | $1142440.36    | 0.01%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM4 Trust                                                             | CUSIP: 69392VAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1705000 | PA      | $1716175.25    | 0.01%             | 2070-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2025-AFC1 Trust                                                            | CUSIP: 69392YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14709209 | PA      | $14790235.72   | 0.09%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2025-AFC1 Trust                                                            | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2941842 | PA      | $2957335.80    | 0.02%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1181399 | PA      | $1194106.59    | 0.01%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7507000 | PA      | $7509767.08    | 0.05%             | 2033-03-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3200000 | PA      | $3209389.44    | 0.02%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11120956 | PA      | $11240502.19   | 0.07%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1005856.20    | 0.01%             | 2058-09-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3216000 | PA      | $3302844.86    | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4775555.00    | 0.03%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2022-1 Ltd                                                     | CUSIP: 69689QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5750000 | PA      | $5776576.50    | 0.04%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $251123.50     | 0.00%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690AAW7<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |      6940000 | PA      | $6980947.39    | 0.04%             | 2037-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800170 | PA      | $800147.88     | 0.00%             | 2031-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001428.90    | 0.01%             | 2031-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4004228.00    | 0.02%             | 2031-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2986734 | PA      | $2991336.46    | 0.02%             | 2032-08-08      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5009297.00    | 0.03%             | 2032-08-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2204777.96    | 0.01%             | 2032-08-08      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1994978.40    | 0.01%             | 2032-08-08      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-5 Ltd                                                     | CUSIP: 696914AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3019550.40    | 0.02%             | 2038-10-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-4 Ltd                                                     | CUSIP: 696916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3014970.00    | 0.02%             | 2038-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2025-3 Ltd                                            | CUSIP: 696917AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999646.50     | 0.01%             | 2034-01-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2025-3 Ltd                                            | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5003610.00    | 0.03%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2025-3 Ltd                                            | CUSIP: 696918AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000587.90    | 0.01%             | 2034-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2019-1 Ltd                                                     | CUSIP: 69700GBC5<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5025628.50    | 0.03%             | 2038-08-14      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2021-4 Ltd                                                     | CUSIP: 69702EAL9<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010676.00    | 0.01%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2023-1 Ltd                                                     | CUSIP: 69702TAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       830000 | PA      | $834323.80     | 0.01%             | 2038-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-2 Ltd                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750042.30     | 0.00%             | 2033-01-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4229118 | PA      | $4235211.23    | 0.03%             | 2032-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001489.30    | 0.01%             | 2032-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       945000 | PA      | $945054.62     | 0.01%             | 2032-10-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-2 Ltd                                            | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2698410 | PA      | $2699438.09    | 0.02%             | 2033-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $755198.33     | 0.00%             | 2038-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1060000 | PA      | $1065276.47    | 0.01%             | 2038-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004723.60    | 0.01%             | 2038-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2025-2 Ltd                                            | CUSIP: 69704AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4001924.40    | 0.02%             | 2033-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2025-1 Ltd                                            | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00    | 0.01%             | 2033-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       987000 | PA      | $1031744.86    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1132000 | PA      | $1250294.00    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                            | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8060000 | PA      | $8301203.56    | 0.05%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2023-IV Ltd                                                        | CUSIP: 699917AA8<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |      2250000 | PA      | $2250000.00    | 0.01%             | 2037-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2023-IV Ltd                                                        | CUSIP: 699917AS9<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2500000.00    | 0.02%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2022-II Ltd                                                        | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |      4480000 | PA      | $4494911.23    | 0.03%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | PARK BLUE CLO 2023-III LTD                                                       | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1615000 | PA      | $1621921.73    | 0.01%             | 2037-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | PARK BLUE CLO 2023-III LTD                                                       | CUSIP: 70019BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1965137.00    | 0.01%             | 2038-04-20      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue Clo 2024-V Ltd                                                         | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |      9240000 | PA      | $9275479.75    | 0.06%             | 2037-07-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2025-VII Ltd                                                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4013285.20    | 0.02%             | 2038-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2024-VI Ltd                                                        | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | KY        |      5200000 | PA      | $5223378.68    | 0.03%             | 2038-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2025-X LTD                                                         | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6023091.00    | 0.04%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2025-X LTD                                                         | CUSIP: 70019YAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2534270.00    | 0.02%             | 2039-01-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |      4712000 | PA      | $4712047.12    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |      1540000 | PA      | $1506516.86    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |      1897000 | PA      | $1954420.29    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      1207000 | PA      | $1243772.46    | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | Park River Holdings Inc                                                          | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      5991000 | PA      | $5950561.95    | 0.04%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Peace Park CLO, Ltd.                                             | Peace Park CLO Ltd                                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |      2837000 | PA      | $2848342.33    | 0.02%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                             | Peace Park CLO Ltd                                                               | CUSIP: 70470MAW5<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |      5750000 | PA      | $5761751.28    | 0.04%             | 2038-10-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      2216000 | PA      | $2188433.56    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      4857000 | PA      | $5115997.73    | 0.03%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      3508000 | PA      | $3621645.17    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       205000 | PA      | $209102.16     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1709000 | PA      | $1724611.72    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      3270000 | PA      | $3201827.69    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       606000 | PA      | $622397.11     | 0.00%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      2129000 | PA      | $2231832.83    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      1674000 | PA      | $1724472.77    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PERRIGO FINANCE UNLIMITE                                         | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      1338000 | PA      | $1297809.56    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PERRIGO FINANCE UNLIMITE                                         | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      2942000 | PA      | $2893536.14    | 0.02%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                              | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1270000 | PA      | $1174750.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       825000 | PA      | $685575.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                 | Peruvian Government International Bond                                           | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     13892000 | PA      | $4535497.64    | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      2200000 | PA      | $1844832.00    | 0.01%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      2200000 | PA      | $1583890.00    | 0.01%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PETROBRAS GLOBAL FINANCE                                         | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      1342000 | PA      | $1345355.00    | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1859000 | PA      | $1899898.00    | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1274000 | PA      | $1241385.60    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1378000 | PA      | $1122243.20    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      6969917 | PA      | $7485690.86    | 0.05%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                            | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |       828000 | PA      | $625243.50     | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PETSMART LLC/PETSMART FI                                         | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $256365.25     | 0.00%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                         | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11963000 | PA      | $12448195.35   | 0.08%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PFP III                                                          | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5006227.50    | 0.03%             | 2043-08-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                          | Philippine Government International Bond                                         | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2937000 | PA      | $2975181.00    | 0.02%             | 2028-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Pikes Peak CLO                                                   | Pikes Peak CLO 18                                                                | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10033997.00   | 0.06%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                   | Pikes Peak Clo 15 2023 Ltd                                                       | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |      3500000 | PA      | $3512368.65    | 0.02%             | 2038-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                   | Pikes Peak CLO 6                                                                 | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      3550000 | PA      | $3550887.50    | 0.02%             | 2034-05-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                   | Pikes Peak CLO 14 2023 Ltd                                                       | CUSIP: 72134CAL5<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |      1620000 | PA      | $1629507.78    | 0.01%             | 2038-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      2028000 | PA      | $1874320.39    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      2156000 | PA      | $2101667.51    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       451000 | PA      | $482115.84     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      4952000 | PA      | $4944952.31    | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                         | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       636000 | PA      | $672131.16     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: —       |
| PMT Loan Trust                                                   | PMT Loan Trust 2026-CNF1                                                         | CUSIP: 729920AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9900000 | PA      | $9838125.00    | 0.06%             | 2057-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust 2024-INV1                                                         | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6687254 | PA      | $6724609.33    | 0.04%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust 2025-INV4                                                         | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3403795 | PA      | $3446124.42    | 0.02%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust 2025-INV2                                                         | CUSIP: 73015JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6793215 | PA      | $6918997.68    | 0.04%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                      | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4410000 | PA      | $4447974.07    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                      | Point Broadband Funding LLC                                                      | CUSIP: 73052AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2510000 | PA      | $2534223.76    | 0.02%             | 2055-07-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                                     | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $700000.00     | 0.00%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                                     | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052VAW5<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500000.00    | 0.01%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       519000 | PA      | $523318.08     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       786000 | PA      | $742801.44     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC EUR Term Loan B                                                | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |       979328 | PA      | $1088711.22    | 0.01%             | 2028-06-02      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                            | Polen Capital CLO 2025-2 Ltd                                                     | CUSIP: 73110AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1756697.78    | 0.01%             | 2039-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                             | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |       870000 | PA      | $872522.30     | 0.01%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                     | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1756987.40    | 0.01%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                     | Post CLO 2022-1 LTD                                                              | CUSIP: 73742YAC9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |      1805000 | PA      | $1805000.00    | 0.01%             | 2035-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2893000 | PA      | $2825048.93    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       586000 | PA      | $555155.42     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5241000 | PA      | $5381485.01    | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      3544000 | PA      | $3571175.39    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       950000 | PA      | $956798.20     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       128000 | PA      | $128115.68     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PRESTIGE BRANDS INC                                              | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      1213000 | PA      | $1213459.73    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       524000 | PA      | $489796.11     | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2641000 | PA      | $2586951.67    | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                         | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2058000 | PA      | $2012001.23    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                                | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |       594000 | PA      | $588089.70     | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |       415196 | PA      | $406293.34     | 0.00%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2026-SFR1 Trust                                             | CUSIP: 74334HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1795000 | PA      | $1648314.22    | 0.01%             | 2043-02-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                            | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |      3730361 | PA      | $5343196.43    | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RCF3 LLC                                                               | CUSIP: 74390BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2924529.90    | 0.02%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RCF3 LLC                                                               | CUSIP: 74390BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1899939.00    | 0.01%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3835860 | PA      | $3878085.82    | 0.02%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2027420 | PA      | $2066901.98    | 0.01%             | 2069-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RCF4 LLC                                                               | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1309098 | PA      | $1296812.61    | 0.01%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5182000 | PA      | $5157594.85    | 0.03%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1114000 | PA      | $1125567.87    | 0.01%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2431000 | PA      | $2433089.20    | 0.01%             | 2056-01-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      2258000 | PA      | $2300256.21    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       609000 | PA      | $628545.25     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      4047000 | PA      | $4170352.56    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1691000 | PA      | $1587374.51    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     10424000 | PA      | $10810643.15   | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       273000 | PA      | $283610.96     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4930471 | PA      | $4973842.75    | 0.03%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES1                                                    | CUSIP: 749424AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       138000 | PA      | $139447.73     | 0.00%             | 2044-02-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES3                                                    | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1177477 | PA      | $1196299.32    | 0.01%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |      3684000 | PA      | $3681072.33    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |      2778000 | PA      | $2737783.73    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |       624000 | PA      | $642457.92     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |       542000 | PA      | $560509.84     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |        50000 | PA      | $51829.60      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                    | RFMSI Series 2007-SA4 Trust                                                      | CUSIP: 74959AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       111189 | PA      | $66885.67      | 0.00%             | 2037-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      3863000 | PA      | $3840308.35    | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      1216000 | PA      | $1153935.12    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1290000 | PA      | $1371373.97    | 0.01%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 41 LTD                                                                        | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4017828.00    | 0.02%             | 2040-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 5 Ltd                                                                         | CUSIP: 74979VAT0<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1258813.75    | 0.01%             | 2039-07-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 8 Ltd                                                                         | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3010500.00    | 0.02%             | 2039-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| RUN NQM TRUST                                                    | RUN 2022-NQM1 Trust                                                              | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1955012 | PA      | $1948803.97    | 0.01%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 19 Ltd                                                                        | CUSIP: 74983AAJ2<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |      1630000 | PA      | $1634684.29    | 0.01%             | 2040-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 19 Ltd                                                                        | CUSIP: 74983AAL7<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $754507.80     | 0.00%             | 2040-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 19 Ltd                                                                        | CUSIP: 74983BAJ0<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4035805.60    | 0.02%             | 2040-04-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 32 LTD /old                                                                   | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251186.50     | 0.00%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 38 Ltd                                                                        | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1127477.25    | 0.01%             | 2040-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 38 Ltd                                                                        | CUSIP: 74988FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753862.50     | 0.00%             | 2040-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 20 Ltd                                                                        | CUSIP: 74989UAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       750000 | PA      | $751665.83     | 0.00%             | 2037-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | RAD CLO 27 Ltd                                                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004034.50    | 0.01%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | RAD CLO 21 Ltd                                                                   | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14000000 | PA      | $14008162.00   | 0.09%             | 2037-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | RAD CLO 21 Ltd                                                                   | CUSIP: 750099AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3120000 | PA      | $3123115.94    | 0.02%             | 2037-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 18 Ltd                                                                   | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003136.00    | 0.01%             | 2037-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad Clo 25 Ltd                                                                   | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      2000000 | PA      | $2007600.00    | 0.01%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | RAD CLO 28 Ltd                                                                   | CUSIP: 75009UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752021.63     | 0.00%             | 2038-04-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | RAD CLO 24 Ltd                                                                   | CUSIP: 75010CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004524.40    | 0.01%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 6 Ltd                                                                    | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3010931.10    | 0.02%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                    | Radian Mortgage Capital Trust LLC 2024-J1                                        | CUSIP: 75023DAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1111494 | PA      | $1116458.98    | 0.01%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                    | Radian Mortgage Capital Trust 2024-J2                                            | CUSIP: 75023WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1401956 | PA      | $1414442.15    | 0.01%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      1419000 | PA      | $1511599.64    | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      4367000 | PA      | $4892584.74    | 0.03%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      5937000 | PA      | $6144718.59    | 0.04%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                             | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       860000 | PA      | $707350.00     | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                             | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       601000 | PA      | $456579.70     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                             | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       646000 | PA      | $637136.85     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                        | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1472902 | PA      | $1476825.52    | 0.01%             | 2038-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                        | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2855000 | PA      | $2873072.72    | 0.02%             | 2038-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                          | Regatta VI Funding Ltd                                                           | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      3247276 | PA      | $3262314.14    | 0.02%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Regatta XVII Funding Ltd                                         | Regatta XVII Funding Ltd                                                         | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3900000 | PA      | $3919201.26    | 0.02%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                         | Regatta XII Funding Ltd                                                          | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |      3540000 | PA      | $3556974.30    | 0.02%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                        | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012614.40    | 0.02%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                          | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2590000 | PA      | $2597050.76    | 0.02%             | 2038-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                          | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1075000 | PA      | $1081966.43    | 0.01%             | 2038-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                          | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2011941.60    | 0.01%             | 2038-03-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                         | Regatta XXV Funding Ltd                                                          | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12000000 | PA      | $12066888.00   | 0.07%             | 2038-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1371000 | PA      | $1397659.78    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3844000 | PA      | $3947186.41    | 0.02%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                      | Regatta XXVIII Funding Ltd                                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9100000 | PA      | $9120930.00    | 0.06%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                          | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012700.80    | 0.02%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1033000 | PA      | $1042367.24    | 0.01%             | 2033-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3736000 | PA      | $3771563.73    | 0.02%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       750000 | PA      | $756818.10     | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        51308 | PA      | $51272.22      | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1080000 | PA      | $1076548.86    | 0.01%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4477000 | PA      | $4349343.27    | 0.03%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1710000 | PA      | $1612733.49    | 0.01%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2025-1                                        | CUSIP: 75908AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5337000 | PA      | $5395969.58    | 0.03%             | 2034-04-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2025-2                                        | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7346000 | PA      | $7331406.44    | 0.04%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| RENEW TREAS IFSC PVT LTD                                         | Renew Treasury Ifsc Pvt Ltd                                                      | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |       662000 | PA      | $664648.00     | 0.00%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6024000 | PA      | $6084850.23    | 0.04%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1801000 | PA      | $1839209.30    | 0.01%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1665000 | PA      | $1713349.44    | 0.01%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2025-A                                           | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6466000 | PA      | $6480492.89    | 0.04%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7613000 | PA      | $7749962.44    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3630000 | PA      | $3713373.11    | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                  | Residential Mortgage Loan Trust 2021-1R                                          | CUSIP: 76090NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       627813 | PA      | $610384.34     | 0.00%             | 2065-01-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                         | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    109401657 | PA      | $3200516.64    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1063555 | PA      | $983256.60     | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                         | Uruguay Government International Bond                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    217460091 | PA      | $5873845.10    | 0.04%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2250000 | PA      | $2162409.53    | 0.01%             | 2060-01-26      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1528000 | PA      | $1431002.10    | 0.01%             | 2060-01-26      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                  | Residential Mortgage Loan Trust 2019-2                                           | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       895000 | PA      | $889500.58     | 0.01%             | 2059-05-25      | Variable      | 6.04%                 | 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        |      3500000 | PA      | $3184475.00    | 0.02%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| RESORTS WORLD/RWLV CAP                                           | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2543750.00    | 0.02%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                        | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      4089000 | PA      | $4042216.52    | 0.02%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                                                | Riserva Clo Ltd                                                                  | CUSIP: 76761RBG3<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5003219.00    | 0.03%             | 2034-01-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Riverbank Park CLO Ltd                                           | Riverbank Park Clo Ltd                                                           | CUSIP: 76857KAA7<br>LEI: 391200XRMVMR7GI9DR39 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004624.70    | 0.01%             | 2038-01-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |       922000 | PA      | $882146.55     | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3687000 | PA      | $3774783.78    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6187000 | PA      | $6364071.94    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4117000 | PA      | $4302211.48    | 0.03%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                              | Rocket Software Inc 2023 EUR Term Loan B                                         | CUSIP: 77313DAX9<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1146090.78    | 0.01%             | 2028-11-28      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3262000 | PA      | $3217632.89    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       741000 | PA      | $680407.84     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                              | Rocket Software Inc                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      2318000 | PA      | $2312213.67    | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      1857000 | PA      | $1851230.30    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2025-3 Ltd                                                    | CUSIP: 77340WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005239.00    | 0.01%             | 2038-03-31      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2025-3 Ltd                                                    | CUSIP: 77340WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1516041.60    | 0.01%             | 2038-03-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |          231 | PA      | $231.27        | 0.00%             | 2030-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2018-2 Ltd                                                    | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |        48998 | PA      | $48997.45      | 0.00%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2018-2 Ltd                                                    | CUSIP: 77342KAG5<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001865.90    | 0.01%             | 2031-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3412000 | PA      | $3408465.85    | 0.02%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2411000 | PA      | $2500862.79    | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       951000 | PA      | $997263.53     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       314000 | PA      | $318396.00     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1542000 | PA      | $1589092.68    | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                   | Romark CLO II Ltd                                                                | CUSIP: 77587EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1009157.30    | 0.01%             | 2031-07-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 43 Ltd                                                                        | CUSIP: 78110AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00    | 0.01%             | 2039-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 27 Ltd                                                                        | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      6700000 | PA      | $6723481.49    | 0.04%             | 2040-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                                   | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       287000 | PA      | $291768.17     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                             | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      2514000 | PA      | $2449207.94    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Sesac Finance                                                    | Sesac Finance LLC                                                                | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3866000 | PA      | $3833505.88    | 0.02%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7410000 | PA      | $7391475.00    | 0.05%             | 2035-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6460000 | PA      | $6487054.48    | 0.04%             | 2042-09-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      8342000 | PA      | $8280162.42    | 0.05%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      1512000 | PA      | $1444128.97    | 0.01%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                        | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5130000 | PA      | $5152443.75    | 0.03%             | 2041-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                        | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       345000 | PA      | $348263.25     | 0.00%             | 2041-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                              | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2866038.30    | 0.02%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                           | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2841000 | PA      | $2834101.20    | 0.02%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                              | SG Residential Mortgage Trust 2022-1                                             | CUSIP: 78433QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2398846 | PA      | $2213068.82    | 0.01%             | 2062-03-27      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG 2024-MSP Mortgage Trust                                                      | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8700000 | PA      | $8700000.00    | 0.05%             | 2041-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                        | SAIF Securitization Trust 2024-CES1                                              | CUSIP: 78436VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2262189 | PA      | $2284425.72    | 0.01%             | 2054-07-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                       | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10496000 | PA      | $10555960.50   | 0.06%             | 2042-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-FLWR                                          | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1259000 | PA      | $1265285.43    | 0.01%             | 2042-08-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                        | SAIF Securitization Trust 2025-CES1                                              | CUSIP: 78438CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2232000 | PA      | $2265738.02    | 0.01%             | 2065-06-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                         | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2680000 | PA      | $2643630.52    | 0.02%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                         | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2006000 | PA      | $2069913.17    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2004-A                                     | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |       159416 | PA      | $159027.72     | 0.00%             | 2033-06-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2004-B                                     | CUSIP: 78443CBP8<br>LEI: 549300HIOV1ESFZYQ040 | Long             | ABS-O            | CORP              | US        |       177587 | PA      | $175590.19     | 0.00%             | 2033-09-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2005-A                                     | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |      1084024 | PA      | $1071310.85    | 0.01%             | 2038-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2006-A                                     | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |        69271 | PA      | $66864.89      | 0.00%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2007-A                                     | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |       293216 | PA      | $290724.36     | 0.00%             | 2041-12-16      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Education Loan Trust 2010-C                                          | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      2279035 | PA      | $2394108.02    | 0.01%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2015-C                                          | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |         3827 | PA      | $3824.83       | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |        74602 | PA      | $74170.59      | 0.00%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4881160 | PA      | $4525357.69    | 0.03%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2129334 | PA      | $2085242.51    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1015499 | PA      | $932063.87     | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1806722 | PA      | $1789823.83    | 0.01%             | 2053-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |       741802 | PA      | $739056.07     | 0.00%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5072000 | PA      | $5005845.90    | 0.03%             | 2050-05-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2020-PTB                                        | CUSIP: 78449DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2777147 | PA      | $2764801.91    | 0.02%             | 2054-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2319965 | PA      | $2366223.83    | 0.01%             | 2056-10-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |        88788 | PA      | $88715.58      | 0.00%             | 2037-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-D                                          | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       101839 | PA      | $96436.55      | 0.00%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |        15228 | PA      | $15170.54      | 0.00%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAC3<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |        83799 | PA      | $83765.47      | 0.00%             | 2036-02-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |        65684 | PA      | $65235.04      | 0.00%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAC5<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |       505618 | PA      | $505765.99     | 0.00%             | 2036-07-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        83414 | PA      | $81087.46      | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       838586 | PA      | $838010.64     | 0.01%             | 2037-09-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3600000 | PA      | $3386639.52    | 0.02%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       458337 | PA      | $456839.85     | 0.00%             | 2054-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       380000 | PA      | $340990.83     | 0.00%             | 2054-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       142668 | PA      | $143014.77     | 0.00%             | 2053-07-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1016000 | PA      | $930764.81     | 0.01%             | 2053-07-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-A                                          | CUSIP: 78450FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       415404 | PA      | $387417.51     | 0.00%             | 2054-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1418304 | PA      | $1428249.22    | 0.01%             | 2053-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Commercial Mortgage Trust 2026-PAT                                           | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5368000 | PA      | $5387608.23    | 0.03%             | 2039-02-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3944393.70    | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      5999000 | PA      | $6014371.60    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-D                                          | CUSIP: 78454XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1365317 | PA      | $1409247.29    | 0.01%             | 2058-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5150000 | PA      | $5150468.14    | 0.03%             | 2039-01-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                      | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2142227 | PA      | $2139574.38    | 0.01%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                            | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       416000 | PA      | $415640.08     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                            | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       847000 | PA      | $874463.13     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                         | SoFi Personal Loan Trust 2023-1                                                  | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        49060 | PA      | $49524.13      | 0.00%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                            | SURA Asset Management SA                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |       679000 | PA      | $721838.11     | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAB0<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |        13353 | PA      | $13288.24      | 0.00%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Sagard-Halseypoint Clo 10 Ltd                                                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5022102.00    | 0.03%             | 2038-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       107472 | PA      | $107998.61     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Sand Trust                                                       | Sandstone Peak IV Ltd                                                            | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012000.00    | 0.02%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                              | Sandstone Peak Ltd                                                               | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008768.10    | 0.02%             | 2034-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                              | Sandstone Peak Ltd                                                               | CUSIP: 800130AW6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009975.40    | 0.01%             | 2034-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                                       | Sandstone Peak II Ltd                                                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005957.00    | 0.01%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAG3<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |      3170000 | PA      | $3187374.45    | 0.02%             | 2065-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2025-NQM2                              | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2967796 | PA      | $3005492.95    | 0.02%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |     12583687 | PA      | $12653146.82   | 0.08%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |      4622959 | PA      | $4640491.57    | 0.03%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                               | Santos Finance Ltd                                                               | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      7200000 | PA      | $7220316.67    | 0.04%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1327070.10    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       468000 | PA      | $464103.90     | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                              | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1206000 | PA      | $1050727.50    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3013000 | PA      | $3068552.19    | 0.02%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1959000 | PA      | $1981283.63    | 0.01%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       379000 | PA      | $389100.35     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                            | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      1303000 | PA      | $1226549.86    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Sculptor CLO Ltd                                                 | Sculptor CLO XXXVI LTD                                                           | CUSIP: 81125KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6400000 | PA      | $6429772.80    | 0.04%             | 2039-01-30      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      2718000 | PA      | $2870955.75    | 0.02%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1559000 | PA      | $1649719.77    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      2323000 | PA      | $2625954.05    | 0.02%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                  | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      1865000 | PA      | $1857909.23    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                  | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100658.10     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                         | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      3194000 | PA      | $3325841.93    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                  | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       110000 | PA      | $114195.95     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SELF Commercial Mortgage Trust                                   | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       419712 | PA      | $419974.29     | 0.00%             | 2034-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                   | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2865800 | PA      | $2872964.50    | 0.02%             | 2034-11-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2024-INV1                                                 | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4593350 | PA      | $4630261.88    | 0.03%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       689000 | PA      | $674548.91     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       659000 | PA      | $668795.38     | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      1561000 | PA      | $1526398.56    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      2719000 | PA      | $2840381.60    | 0.02%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                               | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       746000 | PA      | $772848.54     | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2021-4                                                    | CUSIP: 81748WAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11910955 | PA      | $11124472.36   | 0.07%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2024-HYB1                                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5320668 | PA      | $5344958.11    | 0.03%             | 2063-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2025-12                                                   | CUSIP: 81749XAE3<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |     18488735 | PA      | $18430713.99   | 0.11%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                | Service Corp International/US                                                    | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       223000 | PA      | $222725.84     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      2955000 | PA      | $2973084.60    | 0.02%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      1672000 | PA      | $1564082.26    | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       776000 | PA      | $738457.51     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       718000 | PA      | $729389.63     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                           | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       802390 | PA      | $822627.07     | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                           | Service Experts Issuer 2021-1 LLC                                                | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        19357 | PA      | $19102.52      | 0.00%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       110000 | PA      | $109136.24     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      2334000 | PA      | $2361972.99    | 0.01%             | 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        |      4576000 | PA      | $4542019.81    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| 720 East CLO Ltd.                                                | 720 East CLO 2022-I Ltd                                                          | CUSIP: 81785AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2755000 | PA      | $2766524.99    | 0.02%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Serenity-Peace Park CLO LTD                                      | Serenity-Peace Park Clo Ltd                                                      | CUSIP: 817940AC3<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012909.00    | 0.02%             | 2038-10-24      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                                | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8500000 | PA      | $8509322.80    | 0.05%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                              | SG Residential Mortgage Trust 2025-1                                             | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6400000 | PA      | $6431925.12    | 0.04%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                               | Shackleton 2013-III CLO Ltd                                                      | CUSIP: 81881QAU0<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |        88422 | PA      | $88463.26      | 0.00%             | 2030-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                               | Shackleton 2013-IV-R CLO Ltd                                                     | CUSIP: 81882HAA3<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |         5484 | PA      | $5484.37       | 0.00%             | 2031-04-13      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                               | Shackleton 2017-XI Clo Ltd                                                       | CUSIP: 81883EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        66811 | PA      | $66817.47      | 0.00%             | 2030-08-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $3405884.63    | 0.02%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3863000 | PA      | $3941001.70    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2508877.75    | 0.02%             | 2037-07-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 14 Ltd                                                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6920000 | PA      | $6947680.00    | 0.04%             | 2038-01-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 7 Ltd                                                            | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004021.70    | 0.01%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8700000 | PA      | $8730988.53    | 0.05%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 8 Ltd                                                           | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3009730.50    | 0.02%             | 2038-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 8 Ltd                                                           | CUSIP: 827919AA9<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $993732.50     | 0.01%             | 2038-04-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point Clo 3 Ltd                                                           | CUSIP: 827925AL2<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2008226.00    | 0.01%             | 2039-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 6 Ltd                                                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5018589.00    | 0.03%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 7 LTD                                                           | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      8170000 | PA      | $8202100.75    | 0.05%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point Clo 5 Ltd                                                           | CUSIP: 82809BAJ5<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2522401.00    | 0.02%             | 2037-10-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point Clo 4 Ltd                                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |      1170000 | PA      | $1171989.00    | 0.01%             | 2037-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 12 Ltd                                                          | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2510000.00    | 0.02%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 13 Ltd                                                          | CUSIP: 82809RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5019290.50    | 0.03%             | 2038-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 13 Ltd                                                          | CUSIP: 82809RAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2011531.80    | 0.01%             | 2038-10-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                            | Silver Point CLO 11 Ltd                                                          | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8800000 | PA      | $8848329.60    | 0.05%             | 2038-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       393000 | PA      | $406527.06     | 0.00%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      6478000 | PA      | $6466739.94    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       332000 | PA      | $333486.36     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2854000 | PA      | $2691376.51    | 0.02%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      7275000 | PA      | $7106363.03    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XII Ltd                                                         | CUSIP: 829928AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1025000 | PA      | $1032082.96    | 0.01%             | 2039-01-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      1556000 | PA      | $1555222.00    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME                                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      6783000 | PA      | $6693938.53    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS/CAN WON/MILLEN                                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2962000 | PA      | $3022572.90    | 0.02%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                                       | Sixth Street CLO XVI Ltd                                                         | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |     11000000 | PA      | $11000000.00   | 0.07%             | 2039-01-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XVII Ltd                                                        | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1753346.18    | 0.01%             | 2038-04-17      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XVIII Ltd                                                       | CUSIP: 83012HAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1606076.32    | 0.01%             | 2038-10-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XIX Ltd                                                         | CUSIP: 83012KAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $503260.25     | 0.00%             | 2038-07-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XIII Ltd                                                        | CUSIP: 83012XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001000.00    | 0.01%             | 2038-01-21      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XIV Ltd                                                         | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5200000 | PA      | $5211288.68    | 0.03%             | 2038-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XIV Ltd                                                         | CUSIP: 83013NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3735000 | PA      | $3755841.67    | 0.02%             | 2038-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2017-B                                          | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |        18885 | PA      | $18883.78      | 0.00%             | 2035-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       132515 | PA      | $130310.83     | 0.00%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       377478 | PA      | $377678.87     | 0.00%             | 2037-06-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9155000 | PA      | $8808235.15    | 0.05%             | 2043-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3223326 | PA      | $3258835.15    | 0.02%             | 2056-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |       669000 | PA      | $688090.18     | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1556139 | PA      | $1553496.61    | 0.01%             | 2052-06-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-B                                          | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1145628 | PA      | $1155771.39    | 0.01%             | 2055-02-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1656660 | PA      | $1699478.86    | 0.01%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3787253 | PA      | $3824979.22    | 0.02%             | 2052-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-D                                          | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       404593 | PA      | $401977.63     | 0.00%             | 2053-07-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       209646 | PA      | $193158.77     | 0.00%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1437786 | PA      | $1427175.52    | 0.01%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       847702 | PA      | $828129.51     | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      3460000 | PA      | $3688688.70    | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      4813000 | PA      | $4914672.89    | 0.03%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  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        |       537000 | PA      | $464456.24     | 0.00%             | 2046-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |      1633507 | PA      | $1539500.97    | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAB3<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |       660597 | PA      | $651262.37     | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1288001 | PA      | $1221151.89    | 0.01%             | 2046-05-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1350000 | PA      | $1126929.38    | 0.01%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | SoFi Professional Loan Program 2021-B Trust                                      | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |      1498927 | PA      | $1314711.22    | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAC6<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |       365000 | PA      | $327459.86     | 0.00%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6830181 | PA      | $6865779.00    | 0.04%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4393000 | PA      | $4463071.43    | 0.03%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                         | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       299149 | PA      | $296999.06     | 0.00%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      1442000 | PA      | $1417099.83    | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       634000 | PA      | $611310.60     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Sound Point CLO LTD                                              | Sound Point CLO V-R LTD                                                          | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |       267617 | PA      | $267605.41     | 0.00%             | 2031-07-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sound Point CLO V-R LTD                                                          | CUSIP: 83607EAC6<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003500.10    | 0.01%             | 2031-07-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sounds Point CLO IV-R LTD                                                        | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |      2606229 | PA      | $2606128.05    | 0.02%             | 2031-04-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                 | Soundview Home Loan Trust 2007-NS1                                               | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       268952 | PA      | $278765.77     | 0.00%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sound Point CLO XXV Ltd                                                          | CUSIP: 83614DAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       757756 | PA      | $758267.58     | 0.00%             | 2033-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7824775 | PA      | $7828747.15    | 0.05%             | 2032-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3004095.60    | 0.02%             | 2034-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sound Point Clo 2025-2 Ltd                                                       | CUSIP: 83617PAG0<br>LEI: 254900EAOCKFK910QE14 | Long             | ABS-CBDO         | CORP              | KY        |      1050000 | PA      | $1055016.06    | 0.01%             | 2038-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       765000 | PA      | $581292.90     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | 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        |      1365000 | PA      | $1121900.33    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       741000 | PA      | $786182.48     | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       945000 | PA      | $990657.68     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       468000 | PA      | $454311.00     | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                         | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      3013000 | PA      | $3185033.26    | 0.02%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| AHLSTROM HLDG 3 OY                                               | Ahlstrom Holding 3 Oy                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      9689000 | PA      | $9579733.95    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SPIRIT AEROSYSTEMS INC                                           | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      2756000 | PA      | $2773833.06    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| SPRUCE HILL MORTGAGE LOAN TRUST                                  | Spruce Hill Mortgage Loan Trust 2020-SH1                                         | CUSIP: 85209FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5020000 | PA      | $4790149.76    | 0.03%             | 2050-01-28      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3713000 | PA      | $3690973.37    | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       914000 | PA      | $854746.29     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      4229000 | PA      | $4393734.44    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       552000 | PA      | $561849.34     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      2646000 | PA      | $2702843.59    | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      2451000 | PA      | $2458654.47    | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                      | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       265000 | PA      | $265000.00     | 0.00%             | 2036-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      3957000 | PA      | $4080209.11    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2433000 | PA      | $2486907.98    | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6173520.00    | 0.04%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      3666000 | PA      | $3646833.79    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2873000 | PA      | $2771616.43    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      7139000 | PA      | $7535014.61    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| STAR 2025-SFR5 Trust                                             | STAR 2025-SFR5 Trust                                                             | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1666667 | PA      | $1667858.33    | 0.01%             | 2042-02-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      4835000 | PA      | $4803090.64    | 0.03%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       578000 | PA      | $574199.71     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      4908000 | PA      | $5044731.97    | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       461000 | PA      | $480103.38     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       200000 | PA      | $201049.40     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       940000 | PA      | $857479.19     | 0.01%             | 2050-02-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust 2021-2                                       | CUSIP: 85573HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $464766.10     | 0.00%             | 2065-05-25      | Variable      | 2.18%                 | 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        |      4851000 | PA      | $4994832.15    | 0.03%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59726.01      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      2963000 | PA      | $3030648.25    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                           | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      8495000 | PA      | $8727952.35    | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                           | Stena International SA                                                           | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      4615000 | PA      | $4776132.73    | 0.03%             | 2031-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                             | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       701000 | PA      | $672960.00     | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                 | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |      1002000 | PA      | $1066010.77    | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                         | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1541000 | PA      | $1589848.16    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                  | Stream Innovations 2025-1 Issuer Trust                                           | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1670103 | PA      | $1685905.83    | 0.01%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1098100 | PA      | $1112569.00    | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2022000 | PA      | $1942003.21    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      4000000 | PA      | $4075284.00    | 0.02%             | 2035-06-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      2750000 | PA      | $2747657.17    | 0.02%             | 2047-01-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                               | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4456000 | PA      | $4490849.04    | 0.03%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3175000 | PA      | $3277952.55    | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2443602.85    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       562000 | PA      | $576510.84     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1919000 | PA      | $1930761.55    | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200532.60     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2515000 | PA      | $2461196.10    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5962000 | PA      | $5813413.25    | 0.04%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2971000 | PA      | $3064085.14    | 0.02%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1720000 | PA      | $1692947.32    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $97642.12      | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      3337000 | PA      | $3446119.90    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      3377000 | PA      | $3386556.91    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                            | Sycamore Tree CLO 2023-4 Ltd                                                     | CUSIP: 870923AS8<br>LEI: 5493000NGQSA68NFD567 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3041906.10    | 0.02%             | 2038-10-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                            | Sycamore Tree CLO 2023-3 Ltd                                                     | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001958.50    | 0.01%             | 2037-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                            | Sycamore Tree CLO 2023-3 Ltd                                                     | CUSIP: 87122FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003346.20    | 0.01%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                            | Sycamore Tree CLO 2025-6 Ltd                                                     | CUSIP: 87122HAA0<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3009953.70    | 0.02%             | 2038-04-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1837395.03    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Symphony CLO Ltd                                                 | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |       829015 | PA      | $829673.16     | 0.01%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       229850 | PA      | $229843.76     | 0.00%             | 2031-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7777000 | PA      | $7780536.19    | 0.05%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001644.40    | 0.01%             | 2032-01-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 30 Ltd                                                              | CUSIP: 87169BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1007387.30    | 0.01%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO XXXIII Ltd                                                          | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1003559.50    | 0.01%             | 2038-01-24      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 37 Ltd                                                              | CUSIP: 87169VBA2<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1000000.00    | 0.01%             | 2037-01-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 43 Ltd                                                              | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004501.40    | 0.01%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 44 Ltd                                                              | CUSIP: 871973AA1<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1007918.10    | 0.01%             | 2037-07-14      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |      2000000 | PA      | $2008980.00    | 0.01%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                        | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2503125.00    | 0.02%             | 2039-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                                 | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |        43781 | PA      | $43782.35      | 0.00%             | 2030-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-1 AMR, LTD.                                         | TCW CLO 2019-1 AMR Ltd                                                           | CUSIP: 87241EAQ8<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2202319.02    | 0.01%             | 2034-08-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                      | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752597.10     | 0.00%             | 2038-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                     | TICP CLO VI 2016-2 Ltd                                                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249871.08     | 0.00%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                     | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       681623 | PA      | $682490.33     | 0.00%             | 2033-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                     | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001536.50    | 0.01%             | 2033-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                     | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $400924.96     | 0.00%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                 | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6569523 | PA      | $6697969.20    | 0.04%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                               | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6040000 | PA      | $6522027.03    | 0.04%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                 | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1209000 | PA      | $1217374.74    | 0.01%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                            | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6544212 | PA      | $6166654.79    | 0.04%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                            | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5975000 | PA      | $5304817.11    | 0.03%             | 2057-02-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5880000 | PA      | $3940487.41    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                            | TRK 2022-INV2 Trust                                                              | CUSIP: 87265XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1326316 | PA      | $1277538.05    | 0.01%             | 2057-06-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                    | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4304000 | PA      | $4522763.28    | 0.03%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5528000 | PA      | $5500057.62    | 0.03%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      7127000 | PA      | $7519768.97    | 0.05%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       434000 | PA      | $439841.64     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      2084000 | PA      | $2136607.45    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1680000 | PA      | $1679419.90    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3302000 | PA      | $3350787.05    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       670000 | PA      | $674233.06     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2363000 | PA      | $2404851.09    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       758000 | PA      | $772477.80     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       252000 | PA      | $253610.03     | 0.00%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       148000 | PA      | $151910.16     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      1378000 | PA      | $1368408.56    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      3528000 | PA      | $3503456.06    | 0.02%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                             | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       621506 | PA      | $656092.81     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      5793000 | PA      | $6472084.54    | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                     | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2396785.01    | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                     | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      3319000 | PA      | $3272922.32    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      2400000 | PA      | $2454552.00    | 0.01%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1144000 | PA      | $1196437.21    | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      1616000 | PA      | $1623221.69    | 0.01%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                              | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       302000 | PA      | $281810.76     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       969000 | PA      | $969264.54     | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      7652000 | PA      | $7630639.44    | 0.05%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      3315000 | PA      | $3318397.88    | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4231000 | PA      | $4157905.24    | 0.03%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      7082000 | PA      | $7227244.74    | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103865.30     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       149000 | PA      | $153325.77     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                      | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      7581000 | PA      | $7626114.53    | 0.05%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                            | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      6290000 | PA      | $6233211.43    | 0.04%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      2560000 | PA      | $2551901.95    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       974000 | PA      | $997287.57     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                            | Terwin Mortgage Trust Series TMTS 2005-10HE                                      | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1322870 | PA      | $1248583.35    | 0.01%             | 2036-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      5631000 | PA      | $5589443.22    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICAL INDU                                         | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      1782000 | PA      | $1779772.50    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      3554000 | PA      | $3889142.20    | 0.02%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                      | Texas Debt Capital CLO 2025-I Ltd                                                | CUSIP: 881936AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3503555.30    | 0.02%             | 2038-04-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                      | Texas Debt Capital CLO 2023-I Ltd                                                | CUSIP: 88238CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5025015.00    | 0.03%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                      | Texas Debt Capital CLO 2023-I Ltd                                                | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3022644.60    | 0.02%             | 2038-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                      | Texas Debt Capital CLO 2024-I Ltd                                                | CUSIP: 88240KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2011111.00    | 0.01%             | 2037-04-22      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                             | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       655000 | PA      | $657816.50     | 0.00%             | 2031-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                            | Thayer Park CLO Ltd                                                              | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5006496.50    | 0.03%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      4507000 | PA      | $4478910.35    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                    | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       236000 | PA      | $228563.36     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2022-1                                                 | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |       766406 | PA      | $735303.36     | 0.00%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2015-2                                                 | CUSIP: 89171YBD2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99853.35      | 0.00%             | 2057-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2018-2                                                 | CUSIP: 89175VAB9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1469306.85    | 0.01%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2022-3                                                 | CUSIP: 89180NAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      1918088 | PA      | $1832355.06    | 0.01%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      3333713 | PA      | $3340115.47    | 0.02%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAB1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3006522.30    | 0.02%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2026-FIX1                                              | CUSIP: 89183TAB4<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |      2694000 | PA      | $2693948.81    | 0.02%             | 2065-12-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2025-CRM1                                              | CUSIP: 891946AA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      4698974 | PA      | $4755748.52    | 0.03%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2024-CES6                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |      8875096 | PA      | $8965640.92    | 0.05%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      4709000 | PA      | $4680535.98    | 0.03%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       110000 | PA      | $109798.66     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      8636000 | PA      | $8781335.24    | 0.05%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       944000 | PA      | $983256.24     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3864000 | PA      | $4052211.58    | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2861000 | PA      | $2942037.83    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      9680000 | PA      | $10008858.64   | 0.06%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1528000 | PA      | $1556868.50    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      6618000 | PA      | $6737203.42    | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103346.90     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1766000 | PA      | $1827838.26    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      2717000 | PA      | $2865989.41    | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN TITAN FIN LTD                                         | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      4313952 | PA      | $4400697.27    | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       200000 | PA      | $194963.30     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       288000 | PA      | $291059.14     | 0.00%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | Trestles CLO IX Ltd                                                              | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6023709.00    | 0.04%             | 2039-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |      5670000 | PA      | $5684967.67    | 0.03%             | 2038-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FBG1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $502019.95     | 0.00%             | 2037-07-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | TRESTLES CLO II LTD                                                              | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752078.18     | 0.00%             | 2037-07-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | TRESTLES CLO III LTD                                                             | CUSIP: 89532RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1011498.80    | 0.01%             | 2037-10-20      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | TRESTLES CLO III LTD                                                             | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2509176.50    | 0.02%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | Trestles Clo IV Ltd                                                              | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5022700.00    | 0.03%             | 2038-10-30      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | Trestles CLO VII Ltd                                                             | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011100.00    | 0.02%             | 2037-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                 | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6015178.80    | 0.04%             | 2035-06-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran CAVU 2024-1 Ltd                                                         | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4018136.40    | 0.02%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXXIII Ltd                                                          | CUSIP: 895981AA6<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013565.20    | 0.01%             | 2038-07-22      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran CAVU 2022-1 Ltd                                                         | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4014319.60    | 0.02%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran Cavu 2023-2 Ltd                                                         | CUSIP: 89623WBA6<br>LEI: 254900N0C728FOYWNB70 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000000.00    | 0.01%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                                    | Trimaran CAVU 2019-2 Ltd                                                         | CUSIP: 89624JAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3025826.40    | 0.02%             | 2038-03-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1744719.55    | 0.01%             | 2034-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran CAVU 2022-2 Ltd                                                         | CUSIP: 89625BAN3<br>LEI: 549300JHXVOIVLAKRV03 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005991.40    | 0.01%             | 2038-03-27      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran CAVU 2024-1 Ltd                                                         | CUSIP: 89625LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3800840.63    | 0.02%             | 2038-01-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                | Trinidad & Tobago Government International Bond                                  | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      1338000 | PA      | $1333825.44    | 0.01%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XVIII Ltd                                                           | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3754103.63    | 0.02%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO VI Ltd                                                              | CUSIP: 89640YBW3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1197098.04    | 0.01%             | 2034-01-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas Clo VII Ltd                                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003672.90    | 0.02%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XIV Ltd                                                             | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      2405000 | PA      | $2407484.85    | 0.01%             | 2034-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XIV Ltd                                                             | CUSIP: 89641QBC3<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      1245000 | PA      | $1247670.90    | 0.01%             | 2034-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XVI Ltd                                                             | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |      3430000 | PA      | $3432204.12    | 0.02%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXXII Ltd                                                           | CUSIP: 89642NAA4<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012369.60    | 0.02%             | 2038-07-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXXII Ltd                                                           | CUSIP: 89642QAA7<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1007437.60    | 0.01%             | 2038-07-23      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXIII Ltd                                                           | CUSIP: 89642TAL7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |      3000000 | PA      | $3014946.00    | 0.02%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXIX Ltd                                                            | CUSIP: 89643BAL5<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1007638.10    | 0.01%             | 2037-07-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXX Ltd                                                             | CUSIP: 89643EAA3<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1524176.85    | 0.01%             | 2037-10-23      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXXV Ltd                                                            | CUSIP: 89643NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2500000.00    | 0.02%             | 2039-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXXV Ltd                                                            | CUSIP: 89643NAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00    | 0.01%             | 2039-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      8266000 | PA      | $9044731.59    | 0.06%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                            | TRK 2021-INV1 Trust                                                              | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2062392 | PA      | $1870181.43    | 0.01%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                            | TRK 2021-INV1 Trust                                                              | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       255000 | PA      | $213377.70     | 0.00%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                             | Truist Bank Auto Credit-Linked Notes Series 2025-1                               | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4540768 | PA      | $4562521.86    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                       | Trust 2401                                                                       | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |      1296000 | PA      | $1273579.20    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                       | Trust 2401                                                                       | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |       636000 | PA      | $698232.60     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                       | Trust 2401                                                                       | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              |  | MX        |       484000 | PA      | $502333.92     | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                         | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |       620000 | PA      | $658362.50     | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                         | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       870000 | PA      | $887669.70     | 0.01%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                           | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3914000 | PA      | $4546111.00    | 0.03%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3026000 | PA      | $3428458.00    | 0.02%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1265000 | PA      | $1321292.50    | 0.01%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                              | Turkiye Government International Bond                                            | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1745000 | PA      | $1767353.45    | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                              | Turkiye Government International Bond                                            | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       652000 | PA      | $645480.00     | 0.00%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                       | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       631000 | PA      | $604245.47     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2941000 | PA      | $2937323.75    | 0.02%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       565000 | PA      | $549736.75     | 0.00%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1200500 | PA      | $1069845.86    | 0.01%             | 2052-10-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      7742000 | PA      | $7735759.17    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      1153000 | PA      | $1148383.04    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5982000 | PA      | $6169643.38    | 0.04%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                               | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     10564000 | PA      | $10118410.48   | 0.06%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                              | UPG HI 2025-2 Issuer Trust                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2184016 | PA      | $2193220.51    | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2581000 | PA      | $2603284.35    | 0.02%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3234000 | PA      | $3213568.98    | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3426000 | PA      | $3500138.64    | 0.02%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2643000 | PA      | $2759292.00    | 0.02%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     11475000 | PA      | $12324150.00   | 0.08%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       931000 | PA      | $966378.00     | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       935000 | PA      | $924715.00     | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       935000 | PA      | $918170.00     | 0.01%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       860000 | PA      | $858280.00     | 0.01%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       640000 | PA      | $634240.00     | 0.00%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      4544000 | PA      | $4544999.68    | 0.03%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       422000 | PA      | $418472.25     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      4954000 | PA      | $4786609.00    | 0.03%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      2321000 | PA      | $2168900.23    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1049000 | PA      | $1048383.15    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      5995000 | PA      | $5923086.38    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      4487000 | PA      | $4490616.52    | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8089000 | PA      | $8071419.37    | 0.05%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Unity-Peace Park CLO, Ltd.                                       | Unity-Peace Park CLO Ltd                                                         | CUSIP: 913318AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3000000.00    | 0.02%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                       | UNIV Trust 2025-APTS                                                             | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7830000 | PA      | $7839741.30    | 0.05%             | 2042-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                       | UNIV Trust 2025-APTS                                                             | CUSIP: 91336XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9700000 | PA      | $9712124.03    | 0.06%             | 2042-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       200000 | PA      | $191030.92     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2990000 | PA      | $3029180.96    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      9673000 | PA      | $10087555.76   | 0.06%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      3849000 | PA      | $4144048.94    | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1533875 | PA      | $1540817.86    | 0.01%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2342000 | PA      | $2346185.86    | 0.01%             | 2032-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4176043 | PA      | $4176445.33    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1826000 | PA      | $1828637.47    | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST5                                   | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       517000 | PA      | $518902.77     | 0.00%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2428000 | PA      | $2432120.80    | 0.01%             | 2033-12-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                      | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4860993 | PA      | $4887129.25    | 0.03%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3654000 | PA      | $3783421.03    | 0.02%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       664000 | PA      | $672630.01     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                          | VF Corp                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      1627000 | PA      | $1587016.96    | 0.01%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| VF CORP                                                          | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      1474000 | PA      | $1344462.52    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VF UKRAINE (VFU FUNDING)                                         | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |       994048 | PA      | $979137.43     | 0.01%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                             | Republic of Uzbekistan International Bond                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       517000 | PA      | $553515.71     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | VCC 2025-MC1 Trust                                                               | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1030501 | PA      | $1025396.82    | 0.01%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                   | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2325000 | PA      | $2323496.66    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      7819000 | PA      | $7060227.82    | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      1569000 | PA      | $1573805.47    | 0.01%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       264000 | PA      | $273597.19     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      1552000 | PA      | $1576250.00    | 0.01%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                      | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5762000 | PA      | $6020771.42    | 0.04%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       304000 | PA      | $312360.00     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       790000 | PA      | $793871.00     | 0.00%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                                      | Valley Stream Park CLO LTD                                                       | CUSIP: 92013AAX7<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |      5840000 | PA      | $5846556.57    | 0.04%             | 2037-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       624000 | PA      | $666900.00     | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       468000 | PA      | $518310.00     | 0.00%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4850000 | PA      | $4904650.29    | 0.03%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3985000 | PA      | $4032221.05    | 0.02%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2022-3                                    | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4233138 | PA      | $4189266.58    | 0.03%             | 2052-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2021-4                                    | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       347799 | PA      | $285456.72     | 0.00%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2022-1                                    | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       213667 | PA      | $181384.51     | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2022-4                                    | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1016999 | PA      | $985256.69     | 0.01%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1027595 | PA      | $958862.85     | 0.01%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-2                                    | CUSIP: 92259PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       655285 | PA      | $671323.73     | 0.00%             | 2054-04-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-2                                    | CUSIP: 92259QAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1363815 | PA      | $1397241.73    | 0.01%             | 2054-06-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2021-1                                    | CUSIP: 92259TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1458502 | PA      | $1092127.40    | 0.01%             | 2051-05-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2023-1                                    | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3878194 | PA      | $3738882.74    | 0.02%             | 2053-01-25      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       386949 | PA      | $386937.59     | 0.00%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       255872 | PA      | $257530.76     | 0.00%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2467177 | PA      | $2485552.06    | 0.02%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5850489 | PA      | $5937778.70    | 0.04%             | 2054-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       207289 | PA      | $209038.87     | 0.00%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2973461 | PA      | $3016424.64    | 0.02%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2479537 | PA      | $2361253.21    | 0.01%             | 2054-12-25      | Variable      | 10.28%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-4                                    | CUSIP: 92262JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1868194 | PA      | $1875949.39    | 0.01%             | 2055-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-4                                    | CUSIP: 92262JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1086949 | PA      | $1081104.06    | 0.01%             | 2055-09-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-4                                    | CUSIP: 92262JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       996370 | PA      | $990256.68     | 0.01%             | 2055-09-25      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12025360 | PA      | $12194834.48   | 0.07%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2920374 | PA      | $2910633.98    | 0.02%             | 2055-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       248971 | PA      | $247844.28     | 0.00%             | 2055-10-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       278128 | PA      | $276678.63     | 0.00%             | 2055-10-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       486723 | PA      | $484162.76     | 0.00%             | 2055-10-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       289347 | PA      | $287668.32     | 0.00%             | 2055-10-25      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       105407 | PA      | $96088.29      | 0.00%             | 2055-10-25      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1891710 | PA      | $1930680.68    | 0.01%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1997443 | PA      | $2031785.58    | 0.01%             | 2055-02-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       900847 | PA      | $913764.10     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       311879 | PA      | $315924.59     | 0.00%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       937000 | PA      | $1027296.82    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       829000 | PA      | $924420.39     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $2039273.70    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      7223000 | PA      | $7571581.33    | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1574000 | PA      | $1620121.35    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5876000 | PA      | $6085361.17    | 0.04%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      3204000 | PA      | $3043861.84    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      4061000 | PA      | $3747245.76    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       830000 | PA      | $720228.18     | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      3854000 | PA      | $3949243.90    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                  | Venture XXIX CLO Ltd                                                             | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-CBDO         | CORP              | KY        |        29287 | PA      | $29288.77      | 0.00%             | 2030-09-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      6409000 | PA      | $6555221.34    | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       190000 | PA      | $202325.30     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     17876000 | PA      | $18900223.30   | 0.12%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3433000 | PA      | $3454270.87    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAL7<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |      1735000 | PA      | $1742576.40    | 0.01%             | 2070-10-27      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |       700000 | PA      | $703727.85     | 0.00%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2022-5                                                | CUSIP: 924921AC3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      2512558 | PA      | $2331600.43    | 0.01%             | 2067-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |      5746485 | PA      | $5771734.11    | 0.04%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-R1                                               | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |      6191901 | PA      | $6213258.09    | 0.04%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |      8012474 | PA      | $8115115.70    | 0.05%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-8                                                | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |      1338462 | PA      | $1343967.90    | 0.01%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-8                                                | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |      1966667 | PA      | $1992829.96    | 0.01%             | 2070-09-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |      5824696 | PA      | $5864121.78    | 0.04%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |      1850000 | PA      | $1861171.23    | 0.01%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AK4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |      1414000 | PA      | $1426810.27    | 0.01%             | 2070-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2571347 | PA      | $2571320.26    | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9406726 | PA      | $9406455.09    | 0.06%             | 2067-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |     19295235 | PA      | $19360381.78   | 0.12%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AL3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |      1359333 | PA      | $1364118.12    | 0.01%             | 2070-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                          | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      3680000 | PA      | $3771225.58    | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TK ELEVATOR US NEWCO INC                                         | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      4676000 | PA      | $4677360.72    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |       914279 | PA      | $888599.37     | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2021-8                                                | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      2516807 | PA      | $2351118.77    | 0.01%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      1767623 | PA      | $1704004.76    | 0.01%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAE1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      1334000 | PA      | $1061095.08    | 0.01%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-1                                                | CUSIP: 92539BAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |       394404 | PA      | $393246.27     | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAF0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3981597.20    | 0.02%             | 2068-02-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-3                                                | CUSIP: 92539GAE1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      1152000 | PA      | $1153106.50    | 0.01%             | 2068-03-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAE0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |       712000 | PA      | $549270.76     | 0.00%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-2                                                | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |       221181 | PA      | $223400.36     | 0.00%             | 2069-02-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-6                                                | CUSIP: 92539XAF1<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |      3450000 | PA      | $3467013.33    | 0.02%             | 2068-09-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-INV3                                             | CUSIP: 92540CAD9<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1527857.85    | 0.01%             | 2068-11-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAD7<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |      1510000 | PA      | $1532756.61    | 0.01%             | 2068-12-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      4442736 | PA      | $4470852.71    | 0.03%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |      1778530 | PA      | $1799830.13    | 0.01%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAE0<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1016768.40    | 0.01%             | 2069-03-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-4                                                | CUSIP: 92540GAE8<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |      1765000 | PA      | $1794408.61    | 0.01%             | 2069-06-25      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |      2083586 | PA      | $2113056.49    | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAE5<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |       680000 | PA      | $695936.28     | 0.00%             | 2069-04-25      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAF2<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |      1240000 | PA      | $1268264.93    | 0.01%             | 2069-04-25      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAA1<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |      1566422 | PA      | $1578327.02    | 0.01%             | 2069-08-26      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |      4023073 | PA      | $4054482.05    | 0.02%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAH0<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $504477.35     | 0.00%             | 2070-05-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |     11409001 | PA      | $11528945.10   | 0.07%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |     13571140 | PA      | $13720225.68   | 0.08%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-R1                                               | CUSIP: 92541AAE0<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |       583500 | PA      | $582920.18     | 0.00%             | 2065-05-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |      2070259 | PA      | $2078346.88    | 0.01%             | 2071-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                       | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      4829000 | PA      | $4831564.20    | 0.03%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       426000 | PA      | $387127.50     | 0.00%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      7531000 | PA      | $7082152.40    | 0.04%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1411000 | PA      | $1416689.15    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      2515000 | PA      | $2682423.55    | 0.02%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                            | Virgin Media O2 Vendor Financing Notes VI DAC                                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |       375000 | PA      | $371722.05     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      2426000 | PA      | $2392792.18    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      5918000 | PA      | $5467111.13    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                      | Visio 2020-1R Trust                                                              | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        49316 | PA      | $47943.17      | 0.00%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2024-CES1                                       | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1270645 | PA      | $1286457.73    | 0.01%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      2477000 | PA      | $2350095.59    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA/VM HOLDS                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       900000 | PA      | $901539.90     | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2716000 | PA      | $2717936.51    | 0.02%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       201000 | PA      | $201168.33     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7692000 | PA      | $8139066.73    | 0.05%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       596000 | PA      | $626241.04     | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3684000 | PA      | $3678838.35    | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1450000 | PA      | $1508484.30    | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| VISTA OIL & GAS ARGENTIN                                         | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       323000 | PA      | $335516.25     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6167107 | PA      | $6199332.17    | 0.04%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1017114.10    | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust Series 2024-CES2                                | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5446368 | PA      | $5445410.99    | 0.03%             | 2054-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2025-CES3                                       | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11412414 | PA      | $11464415.75   | 0.07%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      3059000 | PA      | $3225657.38    | 0.02%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      4869000 | PA      | $4581809.83    | 0.03%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1154000 | PA      | $1044019.37    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      6564000 | PA      | $5997904.23    | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      5646000 | PA      | $5505753.92    | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                         | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       692000 | PA      | $716220.00     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      5311000 | PA      | $5379041.08    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                    | VTR Commercial Mortgage Trust 2025-STEM                                          | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11426000 | PA      | $11441153.16   | 0.07%             | 2039-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                    | VTR Commercial Mortgage Trust 2025-STEM                                          | CUSIP: 92890YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3904000 | PA      | $3914971.02    | 0.02%             | 2039-10-13      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2015-3 Ltd                                                              | CUSIP: 92913UBJ4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      1132570 | PA      | $1131341.54    | 0.01%             | 2031-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2013-2 Ltd                                                              | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |        18290 | PA      | $18294.62      | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAA4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |       122634 | PA      | $122665.24     | 0.00%             | 2031-04-19      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAC0<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      1050000 | PA      | $1050618.45    | 0.01%             | 2031-04-19      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAA5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |        36768 | PA      | $36788.79      | 0.00%             | 2031-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2019-2 Ltd                                                              | CUSIP: 92917RAL3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      2308426 | PA      | $2312734.02    | 0.01%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAF1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      3272925 | PA      | $3273236.95    | 0.02%             | 2032-10-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250249.68     | 0.00%             | 2032-10-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2020-2 Ltd                                                              | CUSIP: 92918HAT7<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004500.20    | 0.01%             | 2038-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      6527000 | PA      | $6933762.64    | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       905000 | PA      | $905000.00     | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      4247000 | PA      | $4223540.34    | 0.03%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       739000 | PA      | $739923.75     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2719000 | PA      | $2739392.50    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1155000 | PA      | $1165914.75    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3947000 | PA      | $4067876.88    | 0.02%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2897000 | PA      | $2951491.12    | 0.02%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     43040500 | PA      | $2499799.68    | 0.02%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    185559092 | NS      | $185651871.40  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bonds                           | Lebanon Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1360000 | PA      | $393349.40     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                          | EQUATE Petrochemical Co KSC                                                      | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |       678000 | PA      | $676728.75     | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust                   | CUSIP: 93363TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        34791 | PA      | $28993.00      | 0.00%             | 2046-09-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      3341000 | PA      | $3512887.77    | 0.02%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                          | Warwick Capital CLO 6 Ltd                                                        | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1620000 | PA      | $1627730.64    | 0.01%             | 2038-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                          | Warwick Capital CLO 5 Ltd                                                        | CUSIP: 93656FAA6<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501990.80     | 0.00%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                          | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2008996.00    | 0.01%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                          | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2008552.80    | 0.01%             | 2038-10-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Median B V                                                       | Median B V 2021 EUR Term Loan B1                                                 | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2322099.78    | 0.01%             | 2027-10-14      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| UNIT4 NV                                                         | UNIT4 NV 2021 EUR Term Loan B                                                    | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |       500000 | PA      | $585082.61     | 0.00%             | 2028-06-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      3200000 | PA      | $3264816.09    | 0.02%             | 2055-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       239028 | PA      | $211291.50     | 0.00%             | 2047-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Care Bidco SAS                                                   | Care Bidco SAS EUR Term Loan B                                                   | CUSIP: 000000000<br>LEI: 969500PBV3M3GSI8NZ84 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00          | 0.00%             | 2028-11-06      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      2253000 | PA      | $2355709.76    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      3059000 | PA      | $3252084.08    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       779000 | PA      | $805152.59     | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CeramTec AcquiCo GmbH                                            | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1186499.34    | 0.01%             | 2029-03-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Rainbow Finco Sa rl                                              | Rainbow Finco Sa rl EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1190873.28    | 0.01%             | 2029-02-23      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                         | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $29554.09      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                                              | Wehle Park CLO Ltd                                                               | CUSIP: 94860LAU9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3005081.10    | 0.02%             | 2038-10-21      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Silae                                                            | Silae 2023 EUR Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1184614.64    | 0.01%             | 2031-01-11      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Wellesley Park CLO LTD                                           | Wellesley Park CLO Ltd                                                           | CUSIP: 94949AAA2<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1254190.75    | 0.01%             | 2039-01-24      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006609.60    | 0.01%             | 2037-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                        | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3506947.50    | 0.02%             | 2038-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                     | Wells Fargo Mortgage Backed Securities 2018-1                                    | CUSIP: 94989UAA9<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       160178 | PA      | $148372.43     | 0.00%             | 2047-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2018-AUS                                   | CUSIP: 94990EAA2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |       210000 | PA      | $206549.28     | 0.00%             | 2036-08-17      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBB8<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $848274.76     | 0.01%             | 2059-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAG9<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |       440000 | PA      | $436327.23     | 0.00%             | 2049-12-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9600000 | PA      | $9521602.56    | 0.06%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2018-C46                                   | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       660000 | PA      | $653816.72     | 0.00%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       870000 | PA      | $844624.10     | 0.01%             | 2052-05-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       839000 | PA      | $849092.33     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      5347000 | PA      | $5512874.63    | 0.03%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1390095.45    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Albea Beauty Holdings SA                                         | Albea Beauty Holdings SA 2023 EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 2221000LVW3T1WSQUG17 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1158679.19    | 0.01%             | 2027-12-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                                             | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4126000 | PA      | $4187674.62    | 0.03%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    802238793 | NS      | $802639912.34  | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Whetstone Park CLO Ltd                                           | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |      1295000 | PA      | $1286904.44    | 0.01%             | 2035-01-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       611000 | PA      | $612592.88     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      4295000 | PA      | $4238271.21    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Whitebox CLO I Ltd                                               | Whitebox Clo II Ltd                                                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1756299.65    | 0.01%             | 2037-10-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                               | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBA5<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250631.43     | 0.00%             | 2037-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                               | Whitebox Clo I Ltd                                                               | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      4435000 | PA      | $4444747.69    | 0.03%             | 2037-01-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                               | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $749972.63     | 0.00%             | 2035-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                               | Whitebox CLO III Ltd                                                             | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500792.15    | 0.01%             | 2035-10-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                               | Whitebox Clo V Ltd                                                               | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003938.80    | 0.01%             | 2038-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO LTD                                            | Wildwood Park CLO Ltd                                                            | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3014408.40    | 0.02%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO LTD                                            | Wildwood Park CLO Ltd                                                            | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1009742.60    | 0.01%             | 2037-10-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       607000 | PA      | $632853.95     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      3495000 | PA      | $3613340.70    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        95000 | PA      | $98430.55      | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      2253000 | PA      | $2244590.23    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2144000 | PA      | $2245893.60    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                               | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      5269000 | PA      | $5439996.12    | 0.03%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2014-1                                              | CUSIP: 97652PAA9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-MBS          | CORP              | US        |       380555 | PA      | $370622.70     | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2014-2                                              | CUSIP: 97652QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        92424 | PA      | $90067.89      | 0.00%             | 2044-09-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2014-3                                              | CUSIP: 97652RAC1<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-MBS          | CORP              | US        |       293047 | PA      | $279670.20     | 0.00%             | 2044-11-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2014-3                                              | CUSIP: 97652RBD8<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $190867.00     | 0.00%             | 2044-11-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2015-1                                              | CUSIP: 97652TAK9<br>LEI: 5493006H0W2XGUBIBK91 | Long             | ABS-MBS          | CORP              | US        |       128554 | PA      | $121411.57     | 0.00%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2015-2                                              | CUSIP: 97652UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       144572 | PA      | $134759.41     | 0.00%             | 2045-02-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2015-2                                              | CUSIP: 97652UAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       361430 | PA      | $338057.71     | 0.00%             | 2045-02-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                     | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       449517 | PA      | $313707.09     | 0.00%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                      | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9225000 | PA      | $9416321.89    | 0.06%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                                       | Wonder Lake Park CLO Ltd                                                         | CUSIP: 97816WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024985.00    | 0.03%             | 2038-07-24      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |       100000 | NS      | $100000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8975000 | PA      | $9361104.50    | 0.06%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       298000 | PA      | $301735.61     | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TRAVEL + LEISURE CO                                              | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      4203000 | PA      | $4219017.63    | 0.03%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1328936.58    | 0.01%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2132000 | PA      | $2297074.36    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2565000 | PA      | $2613293.82    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      3181000 | PA      | $3174669.81    | 0.02%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       876000 | PA      | $868641.60     | 0.01%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      4842000 | PA      | $4833235.98    | 0.03%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      2460000 | PA      | $2493825.00    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      2562000 | PA      | $2693299.94    | 0.02%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |       123000 | PA      | $127708.81     | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2335000 | PA      | $2380172.91    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       718000 | PA      | $754201.09     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6510000 | PA      | $6829762.41    | 0.04%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| XEROX CORPORATION                                                | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      8119000 | PA      | $6693688.20    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| XEROX CORPORATION                                                | Xerox Corp                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       190000 | PA      | $138225.00     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      4591000 | PA      | $4579731.85    | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| YUM! BRANDS INC                                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       407000 | PA      | $397952.19     | 0.00%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68873.19      | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       632000 | PA      | $652536.84     | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      4467000 | PA      | $4571478.66    | 0.03%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      3473000 | PA      | $3463148.14    | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5211000 | PA      | $5341217.68    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      5342000 | PA      | $5216222.61    | 0.03%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      3104000 | PA      | $2930375.59    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    964236609 | PA      | $58616154.62   | 0.36%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INNIO GROUP HOLDING GMBH                                         | INNIO GROUP HOLDING GMBH 2026 EUR REPRICED TERM LOAN                             | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | AT        |      2265960 | PA      | $2686706.74    | 0.02%             | 2031-11-02      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 356905000000 | PA      | $21812934.29   | 0.13%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1076000 | PA      | $311214.60     | 0.00%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    493412676 | PA      | $30766378.39   | 0.19%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    987336330 | PA      | $62775429.10   | 0.38%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $6351464.07    | 0.04%             | 2029-01-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3016823.60    | 0.02%             | 2030-04-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2192000 | PA      | $2608341.59    | 0.02%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 129716800000 | PA      | $29052234.73   | 0.18%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2995000 | PA      | $866212.70     | 0.01%             | 2025-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                          | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      3075000 | PA      | $3244125.00    | 0.02%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    401586000 | PA      | $74286393.55   | 0.45%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       935000 | PA      | $270425.38     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                             | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      3914000 | PA      | $3904215.00    | 0.02%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2937000 | PA      | $2988441.56    | 0.02%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                         | gategroup Finance Luxembourg SA                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      8170000 | PA      | $10570079.46   | 0.06%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1610000 | PA      | $467801.60     | 0.00%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2973000 | PA      | $3483399.42    | 0.02%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                             | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      6391000 | PA      | $8657404.77    | 0.05%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5956144.91    | 0.04%             | 2027-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       730000 | PA      | $682550.00     | 0.00%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4031000 | PA      | $719157.13     | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                              | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1108000 | PA      | $1193316.00    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2937000 | PA      | $3022084.89    | 0.02%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                              | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      4654000 | PA      | $4058188.83    | 0.02%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $120946.41     | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     11361000 | PA      | $13374172.34   | 0.08%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       297000 | PA      | $346734.47     | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1515000 | PA      | $1609489.85    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                | Tunisian Republic                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      7913000 | PA      | $9340370.20    | 0.06%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                            | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      5554000 | PA      | $6127452.36    | 0.04%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1905958.04    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1314000 | PA      | $1595514.58    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      4400000 | PA      | $4963088.94    | 0.03%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     10900000 | PA      | $12785369.12   | 0.08%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | Ziggo BV                                                                         | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      3953000 | PA      | $4433014.59    | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      3000000 | PA      | $3174875.81    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                   | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3320000 | PA      | $2522823.27    | 0.02%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                             | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      3193000 | PA      | $4162160.50    | 0.03%             | 2029-09-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      1854000 | PA      | $2349039.64    | 0.01%             | 2028-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 128333200000 | PA      | $31323327.54   | 0.19%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                 | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4197054.79    | 0.03%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                           | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     15200000 | PA      | $16682476.60   | 0.10%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                          | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      8364000 | PA      | $11424227.93   | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                          | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1985000 | PA      | $2726369.22    | 0.02%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                  | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $9168585.55    | 0.06%             | 2027-01-18      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2857046.07    | 0.02%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                            | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       677000 | PA      | $678854.98     | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                           | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       909000 | PA      | $1081430.12    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1200000.00    | 0.01%             | 2026-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       257143 | PA      | $304931.71     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                           | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1204861 | PA      | $1102447.82    | 0.01%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                             | Elect Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |      1067000 | PA      | $832260.00     | 0.01%             | 2026-03-02      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2758000 | PA      | $3364981.46    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                         | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       961000 | PA      | $1123986.58    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                           | Emirate of Dubai Government International Bonds                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |       891000 | PA      | $655446.33     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     12200000 | PA      | $13996334.90   | 0.09%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                           | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |       608000 | PA      | $576463.04     | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18868100000 | PA      | $3156366.73    | 0.02%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      6856000 | PA      | $9086619.70    | 0.06%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      5400000 | PA      | $6631383.55    | 0.04%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6670000 | PA      | $7596245.46    | 0.05%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      4902000 | PA      | $4345173.75    | 0.03%             | 2026-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                         | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |     15000000 | PA      | $17679410.12   | 0.11%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       823000 | PA      | $791627.24     | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                    | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1169342.94    | 0.01%             | 2026-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                             | Kleopatra Finco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |       107908 | PA      | $19186.30      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                       | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      9918000 | PA      | $10653469.38   | 0.07%             | 2099-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1199000 | PA      | $1388320.81    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3745000 | PA      | $4254316.68    | 0.03%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      2140000 | PA      | $2394900.10    | 0.01%             | 2028-03-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                          | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      1002318 | PA      | $988616.31     | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                             | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |       914812 | PA      | $1084455.11    | 0.01%             | 2031-08-17      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                          | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      3896000 | PA      | $3921324.00    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2180000 | PA      | $1792693.03    | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      3173000 | PA      | $3698272.99    | 0.02%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETRON CORP                                                      | Petron Corp                                                                      | CUSIP: 000000000<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |      5594000 | PA      | $5574309.12    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      4853000 | PA      | $5652461.13    | 0.03%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9072000 | PA      | $12244232.64   | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                       | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230956.47     | 0.00%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                                      | Cedacri SpA                                                                      | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      7927000 | PA      | $9398711.86    | 0.06%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2950000 | PA      | $3397769.30    | 0.02%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                         | Encore Capital Group Inc                                                         | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      3548000 | PA      | $4669323.58    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2801694.10    | 0.02%             | 2027-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                      | Citycon Oyj                                                                      | CUSIP: 000000000<br>LEI: 549300P8N0P6KDGTJ206 | Long             | DBT              | CORP              | FI        |      1515000 | PA      | $1393391.02    | 0.01%             | 2026-06-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                         | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |            0 | PA      | $0.00          | 0.00%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       521000 | PA      | $420983.63     | 0.00%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                   | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3085348.25    | 0.02%             | 2027-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                               | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      4555000 | PA      | $5200541.79    | 0.03%             | 2029-03-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2854000 | PA      | $3464392.66    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                             | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      5500000 | PA      | $6503123.99    | 0.04%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      2322000 | PA      | $2669728.55    | 0.02%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                         | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |      1871418 | PA      | $2214872.79    | 0.01%             | 2033-08-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ACEN FINANCE LTD                                                 | ACEN Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 54930080P6CVPPSROL50 | Long             | DBT              | CORP              | KY        |      1198000 | PA      | $784690.00     | 0.00%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      3100000 | PA      | $3463843.71    | 0.02%             | 2082-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                              | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4231258.36    | 0.03%             | 2033-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                           | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |       204000 | PA      | $232557.19     | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     19027000 | PA      | $22039412.46   | 0.13%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      9500000 | PA      | $10625547.64   | 0.06%             | 2029-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                            | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      4500000 | PA      | $4406400.00    | 0.03%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      5930000 | PA      | $5962615.00    | 0.04%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1421000 | PA      | $1574605.57    | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      1745000 | PA      | $1999682.99    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                   | EC Finance PLC                                                                   | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |      8900000 | PA      | $10467086.59   | 0.06%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                          | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      9740000 | PA      | $11674022.10   | 0.07%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      3500000 | PA      | $4141065.23    | 0.03%             | 2026-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fair Oaks Loan Funding                                           | Fair Oaks Loan Funding III DAC                                                   | CUSIP: 000000000<br>LEI: 6354002R5DADYSJADR44 | Long             | ABS-CBDO         | CORP              | IE        |      1160000 | PA      | $1386370.59    | 0.01%             | 2034-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                             | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      4300000 | PA      | $4918950.29    | 0.03%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120190.32     | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                  | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4585572.78    | 0.03%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                     | Providus Clo VI DAC                                                              | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1195001.38    | 0.01%             | 2034-05-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                             | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      6027000 | PA      | $7342922.11    | 0.04%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                               | Lune Holdings Sarl                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      4892000 | PA      | $565408.48     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                                       | Fidelity Grand Harbour CLO 2021-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1201866.45    | 0.01%             | 2034-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $6879221.18    | 0.04%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                               | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |       713000 | PA      | $957828.54     | 0.01%             | 2027-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                          | Tikehau CLO VI DAC                                                               | CUSIP: 000000000<br>LEI: 54930074V8PMLHROE464 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1193606.22    | 0.01%             | 2035-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                           | Odido Group Holding BV                                                           | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      9275000 | PA      | $11086314.76   | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                  | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      4760000 | PA      | $5668637.06    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2868000 | PA      | $2630500.92    | 0.02%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  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        |      1118000 | PA      | $1158868.49    | 0.01%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                        | Goldman Sachs Group, Inc.                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4003000 | PA      | $4545402.84    | 0.03%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                           | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      3175000 | PA      | $3765047.69    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                                    | Voya Euro CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300H0DM0Z0GCEKC77 | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $595496.68     | 0.00%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      4028000 | PA      | $4285792.00    | 0.03%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $4604174.65    | 0.03%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                         | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     13000000 | PA      | $16058499.58   | 0.10%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                         | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      3300000 | PA      | $3961126.76    | 0.02%             | 2082-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                          | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |     12352000 | PA      | $14573392.78   | 0.09%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3998000 | PA      | $4053972.00    | 0.02%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2359000 | PA      | $2819952.80    | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       461000 | PA      | $480592.50     | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                           | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1234000 | PA      | $1244797.50    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      5007000 | PA      | $6077278.33    | 0.04%             | 2028-09-06      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1872334.28    | 0.01%             | 2027-09-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      8600000 | PA      | $10411980.92   | 0.06%             | 2028-01-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                      | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      4100000 | PA      | $5401110.54    | 0.03%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                             | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      6300000 | PA      | $7790370.24    | 0.05%             | 2028-11-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      8025000 | PA      | $9774830.56    | 0.06%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                       | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      1000000 | PA      | $1222086.43    | 0.01%             | 2099-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1017949800 | PA      | $54852244.78   | 0.33%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       618000 | PA      | $642720.00     | 0.00%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                             | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      5456000 | PA      | $5510560.00    | 0.03%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                             | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      2026000 | PA      | $1765152.50    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                          | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      2559000 | PA      | $3102380.75    | 0.02%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                                       | Serbia International Bonds                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       528000 | PA      | $567932.64     | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                              | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       375000 | PA      | $454222.11     | 0.00%             | 2028-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                             | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1909211.11    | 0.01%             | 2030-02-03      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                                           | Dutch Property Finance 2023-1 BV                                                 | CUSIP: 000000000<br>LEI: 72450018DWAQNJ1JEW75 | Long             | ABS-MBS          | CORP              | NL        |       851326 | PA      | $1012541.76    | 0.01%             | 2064-04-28      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                             | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     13800000 | PA      | $17158349.08   | 0.10%             | 2029-02-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                            | Transnet/South Africa                                                            | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      2161000 | PA      | $2279855.00    | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                           | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    104348000 | PA      | $18776878.08   | 0.11%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                     | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      4400000 | PA      | $5632468.15    | 0.03%             | 2028-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                                  | North Macedonia Government International Bond                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       547000 | PA      | $667734.05     | 0.00%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                         | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $13201259.03   | 0.08%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $3863698.90    | 0.02%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                             | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      3964000 | PA      | $5632597.35    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                          | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |      2937000 | PA      | $2889919.89    | 0.02%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                            | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      4706000 | PA      | $4929535.00    | 0.03%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                 | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      4594000 | PA      | $5680978.64    | 0.03%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                         | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     11080800 | PA      | $13742097.57   | 0.08%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                                  | TVL Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |      1594000 | PA      | $2181137.32    | 0.01%             | 2028-04-28      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                             | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $3131801.45    | 0.02%             | 2031-05-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                        | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1097748.65    | 0.01%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     11223000 | PA      | $13813704.53   | 0.08%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3730000 | PA      | $4538905.29    | 0.03%             | 2028-11-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     11400000 | PA      | $14426220.00   | 0.09%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                  | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      4865000 | PA      | $6030541.62    | 0.04%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                          | Dana Financing Luxembourg Sarl                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      2411000 | PA      | $3042725.57    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                             | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1459679.98    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2388000 | PA      | $3592288.66    | 0.02%             | 2086-08-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                  | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      5227000 | PA      | $5446534.00    | 0.03%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     10827000 | PA      | $11419345.17   | 0.07%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                         | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      5100000 | PA      | $7523302.36    | 0.05%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6541825.65    | 0.04%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $4382708.58    | 0.03%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    825245500 | PA      | $47207862.83   | 0.29%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                         | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2852000 | PA      | $3546243.22    | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST AG                                                   | HT Troplast GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |      5937000 | PA      | $7348419.38    | 0.04%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1101200000 | PA      | $19266362.77   | 0.12%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    402081400 | PA      | $23378477.26   | 0.14%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    384630000 | PA      | $19194831.82   | 0.12%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                     | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      2200000 | PA      | $2868545.92    | 0.02%             | 2028-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                               | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      7051807 | PA      | $8387276.14    | 0.05%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                               | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      1005842 | PA      | $1191338.79    | 0.01%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                             | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      4600000 | PA      | $5821125.02    | 0.04%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3969998.29    | 0.02%             | 2028-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $6183828.39    | 0.04%             | 2029-03-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                              | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      2297000 | PA      | $2806956.56    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                          | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      7193000 | PA      | $8916548.30    | 0.05%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                            | Banijay Entertainment SAS                                                        | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      8996000 | PA      | $11059529.70   | 0.07%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      5120000 | PA      | $5152833.90    | 0.03%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                         | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      9500000 | PA      | $12620621.29   | 0.08%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                         | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      8900000 | PA      | $11250701.47   | 0.07%             | 2083-09-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                               | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      8738000 | PA      | $12599627.18   | 0.08%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                             | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      4648000 | PA      | $4976288.24    | 0.03%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    162196014 | PA      | $3517162.40    | 0.02%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     12723000 | PA      | $490881.00     | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      7400000 | PA      | $9647954.61    | 0.06%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                         | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      5377000 | PA      | $6818121.13    | 0.04%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                          | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      6735000 | PA      | $6506612.67    | 0.04%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                     | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      2975000 | PA      | $3738900.99    | 0.02%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                         | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |       589000 | PA      | $624340.00     | 0.00%             | 2028-11-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                         | TAV Havalimanlari Holding AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |       625000 | PA      | $646875.00     | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                         | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2620892.49    | 0.02%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                        | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      5503500 | PA      | $6744217.18    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |     11354000 | PA      | $14351222.61   | 0.09%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $3426688.15    | 0.02%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                              | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      1229000 | PA      | $1494899.82    | 0.01%             | 2029-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                           | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    374902000 | PA      | $69643651.95   | 0.43%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                         | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     66533272 | PA      | $76783932.05   | 0.47%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                                    | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      2514000 | PA      | $2905060.20    | 0.02%             | 2030-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      6600000 | PA      | $9292391.38    | 0.06%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                                         | WEPA Hygieneprodukte GmbH                                                        | CUSIP: 000000000<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3716602.98    | 0.02%             | 2031-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      3300000 | PA      | $4005614.97    | 0.02%             | 2029-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10746000 | PA      | $11093095.80   | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                  | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      2498000 | PA      | $2958308.67    | 0.02%             | 2031-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                              | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      4991000 | PA      | $6143795.56    | 0.04%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                   | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      4616000 | PA      | $5331535.35    | 0.03%             | 2030-02-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      5503000 | PA      | $5626336.74    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                   | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      9068000 | PA      | $10586101.61   | 0.06%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2525000 | PA      | $2744611.14    | 0.02%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                          | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |      1928000 | PA      | $1950519.04    | 0.01%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                         | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      8463000 | PA      | $9114444.94    | 0.06%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                              | Turkiye Varlik Fonu Yonetimi AS                                                  | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |       468000 | PA      | $501491.25     | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                                       | Henley CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1192351.53    | 0.01%             | 2034-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     21795000 | PA      | $26543622.06   | 0.16%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  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        |      2341000 | PA      | $2587975.50    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      5893000 | PA      | $7244575.00    | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                       | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       375000 | PA      | $457285.53     | 0.00%             | 2099-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      1959000 | PA      | $2068581.56    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                             | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $8220612.91    | 0.05%             | 2032-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                             | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      7333000 | PA      | $10232173.42   | 0.06%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                         | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      7662000 | PA      | $9432702.59    | 0.06%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                               | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      8558000 | PA      | $11853284.19   | 0.07%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6598000 | PA      | $7983219.22    | 0.05%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                     | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2478597.47    | 0.02%             | 2034-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                          | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      3700000 | PA      | $4748320.40    | 0.03%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                      | Progroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      3232000 | PA      | $3931109.96    | 0.02%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                      | Progroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |     13217000 | PA      | $16015278.82   | 0.10%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     57039000 | PA      | $16450285.20   | 0.10%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                                    | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |     12023000 | PA      | $13599109.32   | 0.08%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                         | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      1269000 | PA      | $1569832.32    | 0.01%             | 2054-10-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     16817000 | PA      | $19670749.21   | 0.12%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO                                               | Cumulus Static CLO 2024-1 DAC                                                    | CUSIP: 000000000<br>LEI: 2549005ZFHRHIZ9ONM43 | Long             | ABS-CBDO         | CORP              | IE        |       333000 | PA      | $395048.87     | 0.00%             | 2033-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                          | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5895013.59    | 0.04%             | 2029-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                           | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     18249000 | PA      | $26114054.63   | 0.16%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      6578000 | PA      | $7945791.14    | 0.05%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                                 | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1228223.15    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     58007000 | PA      | $16361100.47   | 0.10%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                              | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $8245771.69    | 0.05%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                           | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      3500000 | PA      | $4162220.23    | 0.03%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                                    | Synthomer PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |      5500000 | PA      | $5291106.17    | 0.03%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CARD CO LTD                                              | Hyundai Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400S1WSELQL3GVR75 | Long             | DBT              | CORP              | KR        |      4303000 | PA      | $4476970.29    | 0.03%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                         | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      1760000 | PA      | $1821050.00    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                              | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      9030000 | PA      | $11044620.05   | 0.07%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      3553000 | PA      | $4569528.46    | 0.03%             | 2029-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                         | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      2937000 | PA      | $3022921.94    | 0.02%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                       | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |     10881000 | PA      | $13450640.33   | 0.08%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                                   | Sisecam UK PLC                                                                   | CUSIP: 000000000<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |      2702000 | PA      | $2777466.86    | 0.02%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      8650000 | PA      | $10731921.88   | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     11875000 | PA      | $15007444.61   | 0.09%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                 | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |     15821000 | PA      | $19732005.07   | 0.12%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                         | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      6095000 | PA      | $7622028.58    | 0.05%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                 | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      4116000 | PA      | $4893005.32    | 0.03%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance                                        | Miltonia Mortgage Finance Srl                                                    | CUSIP: 000000000<br>LEI: 815600BC278905BA4594 | Long             | ABS-MBS          | CORP              | IT        |       200000 | PA      | $237596.92     | 0.00%             | 2062-04-28      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     14345000 | PA      | $17396214.67   | 0.11%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                                    | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     10844000 | PA      | $12409117.59   | 0.08%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                                  | Fiber Midco Spa                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      1053065 | PA      | $967094.87     | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |       129959 | PA      | $177902.22     | 0.00%             | 2034-05-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                           | Trident Energy Finance PLC                                                       | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |       472000 | PA      | $488614.40     | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                         | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |      1234000 | PA      | $1284516.88    | 0.01%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10860000 | PA      | $12899154.80   | 0.08%             | 2028-05-21      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                            | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      1734000 | PA      | $2120828.16    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                     | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      5418000 | PA      | $7701003.82    | 0.05%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                            | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      1192000 | PA      | $1420607.60    | 0.01%             | 2031-06-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Dilosk RMBS                                                      | Dilosk Rmbs NO 9 Dac                                                             | CUSIP: 000000000<br>LEI: 635400EER3OFDNYI7P30 | Long             | ABS-MBS          | CORP              | IE        |       496062 | PA      | $588301.55     | 0.00%             | 2063-01-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                         | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      3700000 | PA      | $4641101.91    | 0.03%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |      1142000 | PA      | $1566642.41    | 0.01%             | 2029-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                             | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3662070.86    | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                       | Arbour CLO XI DAC                                                                | CUSIP: 000000000<br>LEI: 635400SLKORJ1CUGHX15 | Long             | ABS-CBDO         | CORP              | IE        |       800000 | PA      | $960525.06     | 0.01%             | 2038-05-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $137251.01     | 0.00%             | 2029-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                 | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |      3116000 | PA      | $4357433.55    | 0.03%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                  | Texas Debt Capital Euro CLO 2024-1 DAC                                           | CUSIP: 000000000<br>LEI: 6354005CUY8PX5XJT459 | Long             | ABS-CBDO         | CORP              | IE        |       828000 | PA      | $984879.65     | 0.01%             | 2038-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      4700000 | PA      | $5764026.85    | 0.04%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                             | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       704000 | PA      | $850808.63     | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                             | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  15430000000 | PA      | $1335078.26    | 0.01%             | 2027-05-29      | Fixed         | 16.63%                | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |       100898 | PA      | $139220.62     | 0.00%             | 2061-09-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |       457806 | PA      | $628358.87     | 0.00%             | 2061-09-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |        99899 | PA      | $138036.72     | 0.00%             | 2061-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                        | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |        77600 | PA      | $91851.24      | 0.00%             | 2041-09-16      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                        | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |       314280 | PA      | $373382.60     | 0.00%             | 2041-09-16      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       483862 | PA      | $664369.10     | 0.00%             | 2094-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       157000 | PA      | $216291.21     | 0.00%             | 2094-03-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137881.14     | 0.00%             | 2094-03-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Bavarian Sky SA                                                  | Bavarian Sky UK 6 PLC                                                            | CUSIP: 000000000<br>LEI: 21380063HOVS4EGBR872 | Long             | ABS-O            | CORP              | GB        |       584541 | PA      | $800514.58     | 0.00%             | 2032-06-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                    | Veon Midco BV                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |       687000 | PA      | $655006.41     | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                    | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $7494266.00    | 0.05%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FLINDERS PORT HOLDINGS                                           | Flinders Port Holdings Pty Ltd                                                   | CUSIP: 000000000<br>LEI: 54930004ONWGFT3AYX31 | Long             | DBT              | CORP              | AU        |      1500000 | PA      | $1056944.74    | 0.01%             | 2034-07-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |       339761 | PA      | $464994.49     | 0.00%             | 2049-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                               | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      2903000 | PA      | $3370302.05    | 0.02%             | 2030-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |       179000 | PA      | $244968.26     | 0.00%             | 2049-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                            | Becton Dickinson & Co                                                            | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      5619000 | PA      | $6825433.04    | 0.04%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      5946000 | PA      | $7282148.77    | 0.04%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                    | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      3000000 | PA      | $3840280.71    | 0.02%             | 2034-09-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                          | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      3805000 | PA      | $4697610.82    | 0.03%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1295667.67    | 0.01%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                              | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      1520000 | PA      | $1649078.40    | 0.01%             | 2029-12-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       250401 | PA      | $298107.19     | 0.00%             | 2036-12-29      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       578008 | PA      | $686547.37     | 0.00%             | 2036-12-29      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |        69556 | PA      | $83106.17      | 0.00%             | 2036-12-29      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |        69556 | PA      | $83371.74      | 0.00%             | 2036-12-29      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                         | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      3990000 | PA      | $4900965.08    | 0.03%             | 2030-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                            | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3347986 | PA      | $3272655.98    | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                            | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2803207 | PA      | $2012702.63    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5958743.23    | 0.04%             | 2031-06-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                                      | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       473096 | PA      | $562256.10     | 0.00%             | 2042-02-24      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                                      | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |        80810 | PA      | $96004.55      | 0.00%             | 2042-02-24      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                                      | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |        51146 | PA      | $61383.36      | 0.00%             | 2042-02-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       754801 | PA      | $896749.71     | 0.01%             | 2041-06-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       199644 | PA      | $238118.12     | 0.00%             | 2041-06-15      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |        66327 | PA      | $79507.30      | 0.00%             | 2041-06-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                   | Penta CLO 17 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |       685000 | PA      | $822289.63     | 0.01%             | 2038-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance                                          | TREVA Equipment Finance SA - Compartment 2024-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       315551 | PA      | $374338.95     | 0.00%             | 2035-01-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance                                          | TREVA Equipment Finance SA - Compartment 2024-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |        63110 | PA      | $74827.02      | 0.00%             | 2035-01-20      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                               | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      1253000 | PA      | $1496375.57    | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Liberty Funding Pty Limited                                      | Liberty Series 2024-1Auto                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       207632 | PA      | $145025.42     | 0.00%             | 2032-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       710000 | PA      | $973746.73     | 0.01%             | 2032-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                              | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      3303000 | PA      | $4031857.34    | 0.02%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       142000 | PA      | $196124.83     | 0.00%             | 2032-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $137541.38     | 0.00%             | 2032-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $137317.79     | 0.00%             | 2032-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Pony                                                             | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |       868328 | PA      | $1030458.58    | 0.01%             | 2033-01-14      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Pony                                                             | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |        87064 | PA      | $103190.61     | 0.00%             | 2033-01-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Pony                                                             | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |        87064 | PA      | $103405.89     | 0.00%             | 2033-01-14      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                   | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1623613.59    | 0.01%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                    | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $24988912.95   | 0.15%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                            | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |      6481000 | PA      | $7728708.48    | 0.05%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                          | Tikehau CLO XII DAC                                                              | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      1300000 | PA      | $1560718.24    | 0.01%             | 2038-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      7181000 | PA      | $8636524.02    | 0.05%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      4058000 | PA      | $4940362.67    | 0.03%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       138906 | PA      | $190197.95     | 0.00%             | 2033-04-21      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |        46302 | PA      | $63900.03      | 0.00%             | 2033-04-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |        46302 | PA      | $63750.44      | 0.00%             | 2033-04-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |        46302 | PA      | $63514.57      | 0.00%             | 2033-04-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       416719 | PA      | $571339.11     | 0.00%             | 2033-04-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     19025547 | PA      | $4951240.84    | 0.03%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |       143885 | PA      | $199900.71     | 0.00%             | 2057-03-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |        99231 | PA      | $138647.52     | 0.00%             | 2057-03-22      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-O            | CORP              | GB        |       549380 | PA      | $753828.30     | 0.00%             | 2057-03-22      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      6027000 | PA      | $7403728.92    | 0.05%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                  | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      9600000 | PA      | $11905174.47   | 0.07%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AB CarVal Euro CLO                                               | AB Carval Euro CLO II-C DAC                                                      | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |       730000 | PA      | $880642.45     | 0.01%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                               | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     13917000 | PA      | $17311077.36   | 0.11%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                     | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      1868000 | PA      | $2310541.65    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                     | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       824777 | PA      | $989431.96     | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   2104799000 | PA      | $69584126.48   | 0.42%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11321000 | PA      | $13815207.53   | 0.08%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       311779 | PA      | $370092.84     | 0.00%             | 2043-02-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       155889 | PA      | $184615.13     | 0.00%             | 2043-02-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |        77945 | PA      | $92470.54      | 0.00%             | 2043-02-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |        77945 | PA      | $93368.78      | 0.00%             | 2043-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     14457000 | PA      | $17191257.56   | 0.10%             | 2028-07-22      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     16500000 | PA      | $20057835.67   | 0.12%             | 2031-01-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC                   | Palmer Square European Loan Funding 2024-2 DAC                                   | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |       730000 | PA      | $865334.94     | 0.01%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                                | Auto1 Car Funding Sarl                                                           | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |       270378 | PA      | $321177.53     | 0.00%             | 2033-12-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                   | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      3083000 | PA      | $3644573.60    | 0.02%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |         3061 | PA      | $4189.15       | 0.00%             | 2031-09-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4683934.98    | 0.03%             | 2029-07-31      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      2374000 | PA      | $3266297.98    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                  | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $3596834.43    | 0.02%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                                    | Sona Fios Clo III DAC                                                            | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |      1800000 | PA      | $2163155.64    | 0.01%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |       230000 | PA      | $316490.56     | 0.00%             | 2031-08-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |       175000 | PA      | $241456.02     | 0.00%             | 2031-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |       381000 | PA      | $523377.32     | 0.00%             | 2031-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                           | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      3402000 | PA      | $4068925.04    | 0.02%             | 2027-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fact SA                                                          | FACT SA/LU                                                                       | CUSIP: 000000000<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $357134.68     | 0.00%             | 2031-09-22      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       225115 | PA      | $174689.24     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        54068 | PA      | $30494.35      | 0.00%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        25009 | PA      | $15780.68      | 0.00%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                          | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       776000 | PA      | $764360.00     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       149806 | PA      | $94078.17      | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        54180 | PA      | $30259.53      | 0.00%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        63809 | PA      | $31106.89      | 0.00%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |       404999 | PA      | $557678.50     | 0.00%             | 2067-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |      1096918 | PA      | $1504136.76    | 0.01%             | 2067-02-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |       332913 | PA      | $455635.13     | 0.00%             | 2066-12-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |       482213 | PA      | $660289.83     | 0.00%             | 2066-12-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-1ST2 PLC                               | CUSIP: 000000000<br>LEI: 635400WGT6N9TVLEC567 | Long             | ABS-MBS          | CORP              | GB        |       959229 | PA      | $1317952.76    | 0.01%             | 2065-10-12      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                          | Titanium 2l Bondco Sarl                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |      2697500 | PA      | $561378.76     | 0.00%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                           | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |       664493 | PA      | $789993.66     | 0.00%             | 2036-07-28      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                           | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |        88986 | PA      | $105803.59     | 0.00%             | 2036-07-28      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |       385075 | PA      | $529612.39     | 0.00%             | 2067-02-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2750000 | PA      | $2936224.50    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital                                     | London Wall Mortgage Capital PLC                                                 | CUSIP: 000000000<br>LEI: 213800QSO8J75OTK5919 | Long             | ABS-MBS          | CORP              | GB        |       281611 | PA      | $385714.11     | 0.00%             | 2057-05-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital                                     | London Wall Mortgage Capital PLC                                                 | CUSIP: 000000000<br>LEI: 213800QSO8J75OTK5919 | Long             | ABS-MBS          | CORP              | GB        |       378492 | PA      | $518883.17     | 0.00%             | 2057-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                          | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      5225000 | PA      | $7523541.85    | 0.05%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |      1912859 | PA      | $2272168.49    | 0.01%             | 2034-10-18      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |       249503 | PA      | $297381.85     | 0.00%             | 2034-10-18      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |        83168 | PA      | $99012.53      | 0.00%             | 2034-10-18      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |       249503 | PA      | $300696.61     | 0.00%             | 2034-10-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3262449.03    | 0.02%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $5591508.84    | 0.03%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3687409.24    | 0.02%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       656290 | PA      | $780795.41     | 0.00%             | 2034-02-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl                                                    | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |       149019 | PA      | $177922.06     | 0.00%             | 2043-09-22      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                         | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |       711957 | PA      | $846962.21     | 0.01%             | 2038-09-28      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                         | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |       316425 | PA      | $377021.02     | 0.00%             | 2038-09-28      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| NSW PORTS FINANCE CO PTY                                         | NSW Ports Finance Co Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 8945007UJK9KDKZE6M43 | Long             | DBT              | CORP              | AU        |       650000 | PA      | $439926.91     | 0.00%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $993524.40     | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                                | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      6404000 | PA      | $7794362.95    | 0.05%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                                | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      3998000 | PA      | $4780069.30    | 0.03%             | 2031-09-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    107779312 | PA      | $2448065.29    | 0.01%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |      1083138 | PA      | $1285480.19    | 0.01%             | 2032-10-18      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                     | Providus CLO II DAC                                                              | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |       910000 | PA      | $1084504.98    | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                       | Arbour CLO VI DAC                                                                | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |      1150000 | PA      | $1375953.49    | 0.01%             | 2037-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                                 | Capital Four CLO VIII DAC                                                        | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |      1360000 | PA      | $1629932.52    | 0.01%             | 2037-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                            | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      4500000 | PA      | $4574700.00    | 0.03%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                                  | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |     20466000 | PA      | $25340573.98   | 0.15%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                          | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5891654.64    | 0.04%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| APCOA GMBH                                                       | APCOA GmbH                                                                       | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |     19000000 | PA      | $22861433.63   | 0.14%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                             | Dynamo Newco II GmbH                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      2091000 | PA      | $2483488.79    | 0.02%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |        86707 | PA      | $101760.60     | 0.00%             | 2032-10-18      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                                   | Jubilee CLO 2024-XXIX DAC                                                        | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |      1420000 | PA      | $1702246.27    | 0.01%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                             | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1450960 | PA      | $1320373.60    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                             | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     12006945 | PA      | $11748795.81   | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                             | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        20735 | PA      | $20320.10      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                 | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      2392000 | PA      | $2652063.52    | 0.02%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                          | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      1930000 | PA      | $1712257.25    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |        73377 | PA      | $87879.43      | 0.00%             | 2042-10-27      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |        73377 | PA      | $87561.70      | 0.00%             | 2042-10-27      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                   | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     20631000 | PA      | $30101588.19   | 0.18%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      6272000 | PA      | $8046592.24    | 0.05%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                             | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       780689 | PA      | $682712.91     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |        73377 | PA      | $88021.72      | 0.00%             | 2042-10-27      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      4561000 | PA      | $4725196.00    | 0.03%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                                  | Elstree Funding No 5 PLC                                                         | CUSIP: 000000000<br>LEI: 635400TQHOGQECGSLM58 | Long             | ABS-MBS          | CORP              | GB        |       487221 | PA      | $668075.94     | 0.00%             | 2061-08-21      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $119018.34     | 0.00%             | 2038-05-14      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       748663 | PA      | $889898.07     | 0.01%             | 2038-05-14      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       600000 | PA      | $712110.12     | 0.00%             | 2038-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $118806.16     | 0.00%             | 2038-05-14      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| TVF VARLIK KIRALAMA AS                                           | TVF Varlik Kiralama AS                                                           | CUSIP: 000000000<br>LEI: 7890008K3XQXPH1NO713 | Long             | DBT              | CORP              | TR        |      4157000 | PA      | $4284869.32    | 0.03%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                         | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    115500000 | PA      | $215040.37     | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Thunder Logistics                                                | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |        71578 | PA      | $84888.11      | 0.00%             | 2036-11-17      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                                | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       788744 | PA      | $935407.22     | 0.01%             | 2036-11-17      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC                   | Palmer Square European Loan Funding 2024-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $1007903.70    | 0.01%             | 2034-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       507067 | PA      | $694816.33     | 0.00%             | 2031-08-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       665000 | PA      | $913007.69     | 0.01%             | 2031-08-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       118000 | PA      | $161630.03     | 0.00%             | 2031-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       500000 | PA      | $683068.85     | 0.00%             | 2031-08-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $136387.86     | 0.00%             | 2031-08-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       500000 | PA      | $676527.46     | 0.00%             | 2031-08-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                              | Henley CLO XII DAC                                                               | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $1016529.31    | 0.01%             | 2038-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                         | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     17263000 | PA      | $20703847.05   | 0.13%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont BTL 2024-1 PLC                                                          | CUSIP: 000000000<br>LEI: 6354004XBFL8EVVJME24 | Long             | ABS-MBS          | CORP              | GB        |      1357105 | PA      | $1862362.98    | 0.01%             | 2061-09-21      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                         | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     11092000 | PA      | $13034774.72   | 0.08%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |        84102 | PA      | $100359.21     | 0.00%             | 2034-03-21      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |        84102 | PA      | $100535.36     | 0.00%             | 2034-03-21      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |        84102 | PA      | $100775.81     | 0.00%             | 2034-03-21      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       504610 | PA      | $601977.59     | 0.00%             | 2034-03-21      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       151000 | PA      | $206867.60     | 0.00%             | 2032-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       438000 | PA      | $600701.54     | 0.00%             | 2032-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                               | Arini European Clo IV DAC                                                        | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |      1660000 | PA      | $2006341.63    | 0.01%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      1047000 | PA      | $1436354.77    | 0.01%             | 2032-11-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       127888 | PA      | $151921.44     | 0.00%             | 2038-07-20      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       127888 | PA      | $152042.10     | 0.00%             | 2038-07-20      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                  | Contego CLO XI DAC                                                               | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $1018196.09    | 0.01%             | 2038-11-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                         | City of Ulaanbaatar Mongolia                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1500000 | PA      | $1541250.00    | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137583.52     | 0.00%             | 2067-09-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137955.71     | 0.00%             | 2067-09-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       561000 | PA      | $771194.12     | 0.00%             | 2067-09-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       589880 | PA      | $699422.01     | 0.00%             | 2057-12-27      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $118046.35     | 0.00%             | 2057-12-27      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |      1076615 | PA      | $1475248.43    | 0.01%             | 2067-09-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       340000 | PA      | $466122.14     | 0.00%             | 2056-10-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137999.23     | 0.00%             | 2056-10-21      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       675455 | PA      | $927160.67     | 0.01%             | 2056-10-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $138437.51     | 0.00%             | 2056-10-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137831.74     | 0.00%             | 2060-04-28      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |      1360943 | PA      | $1868191.42    | 0.01%             | 2060-04-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $138273.44     | 0.00%             | 2060-04-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $139122.91     | 0.00%             | 2060-04-28      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $138851.30     | 0.00%             | 2060-04-28      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                               | Victory Street CLO I DAC                                                         | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |      1250000 | PA      | $1503574.58    | 0.01%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                       | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $6218432.66    | 0.04%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Italian Stella Loans Srl                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |        84929 | PA      | $101320.54     | 0.00%             | 2039-05-27      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       664000 | PA      | $780962.60     | 0.00%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                                 | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      3941000 | PA      | $4807432.00    | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                           | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |      6300000 | PA      | $8448956.32    | 0.05%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      2637000 | PA      | $3227182.71    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $7030533.72    | 0.04%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                          | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      3100000 | PA      | $3131000.00    | 0.02%             | 2029-12-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |        84303 | PA      | $100791.19     | 0.00%             | 2039-11-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      5500000 | PA      | $6910983.63    | 0.04%             | 2029-12-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                 | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      1154000 | PA      | $1384036.07    | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1193999 | PA      | $1632681.64    | 0.01%             | 2035-02-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       167534 | PA      | $228976.35     | 0.00%             | 2035-02-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       186243 | PA      | $254182.16     | 0.00%             | 2035-02-17      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |        85043 | PA      | $116233.64     | 0.00%             | 2035-02-17      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                          | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      3100000 | PA      | $3815724.37    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IRCA SPA                                                         | Irca SpA/Gallarate                                                               | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      2329000 | PA      | $2766430.88    | 0.02%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       118867 | PA      | $141634.82     | 0.00%             | 2039-11-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |        84303 | PA      | $100747.52     | 0.00%             | 2039-11-15      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       108751 | PA      | $129782.14     | 0.00%             | 2039-11-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                         | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      6030000 | PA      | $4258785.47    | 0.03%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      2350000 | PA      | $2655480.00    | 0.02%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                  | Contego CLO VII DAC                                                              | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2347699.50    | 0.01%             | 2038-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                            | Virgin Media O2 Vendor Financing Notes V DAC                                     | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      8165000 | PA      | $10960237.07   | 0.07%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                        | Avoca CLO XVIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |      1170000 | PA      | $1406512.57    | 0.01%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      7300000 | PA      | $9046396.03    | 0.06%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      2431714 | PA      | $2231097.60    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      2239325 | PA      | $2215252.26    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1225491 | PA      | $1210049.81    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                         | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       146620 | PA      | $144772.59     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1149758 | PA      | $1135386.03    | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1178392 | PA      | $1149968.75    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1618042 | PA      | $1321576.25    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                         | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      2870997 | PA      | $2801748.84    | 0.02%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10281000 | PA      | $10293851.25   | 0.06%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                         | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      6375000 | PA      | $7676147.82    | 0.05%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      3500000 | PA      | $4295107.00    | 0.03%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       596000 | PA      | $721657.40     | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                            | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     10100000 | PA      | $12353196.00   | 0.08%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     50682000 | PA      | $61424950.17   | 0.37%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                           | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     16700000 | PA      | $20137418.00   | 0.12%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                            | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       589000 | PA      | $702750.89     | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |     16744000 | PA      | $20124025.47   | 0.12%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                          | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      4725000 | PA      | $5738714.52    | 0.04%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                               | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |      1263000 | PA      | $1271285.28    | 0.01%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2790312.85    | 0.02%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                      | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      3275000 | PA      | $3936770.21    | 0.02%             | 2035-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9274000 | PA      | $11082306.61   | 0.07%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                             | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     22606715 | PA      | $29675050.43   | 0.18%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     64741000 | PA      | $76640952.52   | 0.47%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     14801000 | PA      | $18009847.42   | 0.11%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    551978000 | PA      | $18230899.20   | 0.11%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1959000 | PA      | $2133351.00    | 0.01%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                    | Jubilee Place 7 BV                                                               | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-MBS          | CORP              | NL        |      1091800 | PA      | $1296071.66    | 0.01%             | 2062-09-18      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                  | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $2104116.87    | 0.01%             | 2030-02-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                    | Jubilee Place 7 BV                                                               | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-MBS          | CORP              | NL        |       100000 | PA      | $119003.17     | 0.00%             | 2062-09-18      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| OVH GROUPE SAS                                                   | OVH Groupe SA                                                                    | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7128832.44    | 0.04%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                    | Jubilee Place 7 BV                                                               | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-MBS          | CORP              | NL        |       257000 | PA      | $304332.94     | 0.00%             | 2062-09-18      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     12169000 | PA      | $15078830.61   | 0.09%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                                    | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $3332290.49    | 0.02%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                       | Aurium Clo XIII DAC                                                              | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |      1100000 | PA      | $1311931.04    | 0.01%             | 2038-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |       108000 | PA      | $148639.56     | 0.00%             | 2068-02-26      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |       413000 | PA      | $566939.36     | 0.00%             | 2068-02-26      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |      1731900 | PA      | $2373640.74    | 0.01%             | 2068-02-26      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137861.98     | 0.00%             | 2068-02-26      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5064000 | PA      | $6344758.92    | 0.04%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1221000 | PA      | $1554051.05    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                         | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |            0 | PA      | $0.00          | 0.00%             | 2055-02-12      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      5672000 | PA      | $6668343.90    | 0.04%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137055.75     | 0.00%             | 2056-09-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137146.88     | 0.00%             | 2056-09-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       424000 | PA      | $581216.16     | 0.00%             | 2056-09-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       706465 | PA      | $968918.22     | 0.01%             | 2056-09-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                        | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2391437.22    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                          | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      6997000 | PA      | $7710473.08    | 0.05%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                          | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     11253000 | PA      | $12529901.44   | 0.08%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      7467000 | PA      | $7014350.46    | 0.04%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                         | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      8791000 | PA      | $10343488.74   | 0.06%             | 2031-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                                       | Fidelity Grand Harbour Clo 2023-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |      2040000 | PA      | $2422744.26    | 0.01%             | 2038-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                              | Henley Clo Xi DAC                                                                | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |      2280000 | PA      | $2716603.74    | 0.02%             | 2039-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                          | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |      4651000 | PA      | $4750903.48    | 0.03%             | 2030-02-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus                                                  | LT Rahoitus 2025-1 DAC                                                           | CUSIP: 000000000<br>LEI: 635400OFIJ3A8BN2BV40 | Long             | ABS-O            | CORP              | IE        |       200000 | PA      | $236960.38     | 0.00%             | 2036-07-18      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $4157752.01    | 0.03%             | 2035-03-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                                  | Elstree Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1065303 | PA      | $1458449.13    | 0.01%             | 2065-01-21      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                             | Alpha Star Holding IX Ltd                                                        | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |      1628000 | PA      | $1664630.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                               | Arini European CLO V DAC                                                         | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |      1560000 | PA      | $1871473.18    | 0.01%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2575000 | PA      | $3695801.35    | 0.02%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GRP                                          | Insurance Australia Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | DBT              | CORP              | AU        |      1340000 | PA      | $949326.73     | 0.01%             | 2037-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      5025000 | PA      | $7233441.59    | 0.04%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                         | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $421031.45     | 0.00%             | 2055-03-11      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                         | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | SN               | CORP              | AU        |      1910000 | PA      | $1356110.79    | 0.01%             | 2055-03-11      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                  | Contego Clo V DAC                                                                | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |      1560000 | PA      | $1848848.71    | 0.01%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                         | Sappi Papier Holding GmbH                                                        | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      9876000 | PA      | $11174376.76   | 0.07%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                             | Aramark International Finance Sarl                                               | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |     10150000 | PA      | $11958636.75   | 0.07%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                    | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $8635032.25    | 0.05%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                                        | Rockford Tower Europe Clo 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2355905.52    | 0.01%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE AG                                                | Alstria Office AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $18282001.77   | 0.11%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                | SEPLAT Energy PLC                                                                | CUSIP: 000000000<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      2195000 | PA      | $2304069.55    | 0.01%             | 2030-03-21      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       182000 | PA      | $250900.33     | 0.00%             | 2057-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       109000 | PA      | $150516.40     | 0.00%             | 2057-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC                             | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |       206875 | PA      | $245069.14     | 0.00%             | 2034-11-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |      2512715 | PA      | $1750884.80    | 0.01%             | 2033-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |       576000 | PA      | $402168.66     | 0.00%             | 2033-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                     | JSC Kaspi.kz                                                                     | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       617000 | PA      | $632060.97     | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      1828189 | PA      | $2504324.21    | 0.02%             | 2035-02-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |       360642 | PA      | $493556.99     | 0.00%             | 2035-02-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |       445998 | PA      | $610368.17     | 0.00%             | 2035-02-18      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      3320000 | PA      | $4122365.66    | 0.03%             | 2030-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      5294347 | PA      | $3694609.30    | 0.02%             | 2066-06-14      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |       600000 | PA      | $711163.50     | 0.00%             | 2035-04-18      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |      3300000 | PA      | $3920650.33    | 0.02%             | 2035-04-18      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |       200000 | PA      | $237677.76     | 0.00%             | 2035-04-18      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                    | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2770894.86    | 0.02%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                    | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2179419.12    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                               | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      4122000 | PA      | $4931635.01    | 0.03%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ONTEX GROUP NV                                                   | Ontex Group NV                                                                   | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |      1802000 | PA      | $2095206.56    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       317000 | PA      | $433033.55     | 0.00%             | 2033-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       938000 | PA      | $1128880.43    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                         | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |     15700000 | PA      | $18882671.03   | 0.12%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       540000 | PA      | $690495.75     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                            | Central Plaza Development Ltd                                                    | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |       870000 | PA      | $863475.00     | 0.01%             | 2029-04-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       194000 | PA      | $265481.99     | 0.00%             | 2033-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      1989000 | PA      | $2727916.77    | 0.02%             | 2033-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | Opal Bidco SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     11649000 | PA      | $14183029.53   | 0.09%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      4075000 | PA      | $4604250.64    | 0.03%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450072GIRER22FKI26 | Long             | ABS-MBS          | CORP              | NL        |      1455122 | PA      | $1726725.29    | 0.01%             | 2057-04-16      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |       591531 | PA      | $810322.45     | 0.00%             | 2035-05-17      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1189910000 | PA      | $20798722.65   | 0.13%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2619000 | PA      | $3177881.50    | 0.02%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                            | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      4310000 | PA      | $5256598.83    | 0.03%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       100000 | PA      | $118054.30     | 0.00%             | 2038-12-14      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       100000 | PA      | $119369.44     | 0.00%             | 2038-12-14      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       400000 | PA      | $472219.56     | 0.00%             | 2038-12-14      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       988440 | PA      | $1175467.64    | 0.01%             | 2042-03-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                          | Tongyang Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |      1500000 | PA      | $1560615.00    | 0.01%             | 2035-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                          | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      8355000 | PA      | $10285666.34   | 0.06%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $5441149.94    | 0.03%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                         | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     10646000 | PA      | $12576370.89   | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                         | Baiterek National Managing Holding JSC                                           | CUSIP: 000000000<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |       935000 | PA      | $949773.00     | 0.01%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $3056738.24    | 0.02%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      4333858 | PA      | $3027962.40    | 0.02%             | 2031-10-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       510000 | PA      | $357201.97     | 0.00%             | 2031-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       128695 | PA      | $176341.61     | 0.00%             | 2032-05-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       314207 | PA      | $431284.69     | 0.00%             | 2032-05-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       163607 | PA      | $224353.79     | 0.00%             | 2032-05-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |        68455 | PA      | $93854.18      | 0.00%             | 2032-05-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| WORLEY FIN SERV PTY LTD                                          | Worley Financial Services Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300XG4PYDO7ACB905 | Long             | DBT              | CORP              | AU        |      1500000 | PA      | $1051492.31    | 0.01%             | 2032-05-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |      1401612 | PA      | $1930237.86    | 0.01%             | 2057-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8252000 | PA      | $9893252.24    | 0.06%             | 2030-05-13      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |       880609 | PA      | $1208005.56    | 0.01%             | 2067-05-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |       182000 | PA      | $249379.95     | 0.00%             | 2067-05-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |       104000 | PA      | $142303.32     | 0.00%             | 2067-05-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Castell                                                          | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |        99999 | PA      | $138734.28     | 0.00%             | 2062-01-27      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Castell                                                          | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       120999 | PA      | $167720.45     | 0.00%             | 2062-01-27      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Castell                                                          | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |        99999 | PA      | $137640.57     | 0.00%             | 2062-01-27      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Castell                                                          | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       644522 | PA      | $885110.73     | 0.01%             | 2062-01-27      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Castell                                                          | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |        87918 | PA      | $120375.20     | 0.00%             | 2062-01-27      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Castell                                                          | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       133999 | PA      | $183798.43     | 0.00%             | 2062-01-27      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      4509000 | PA      | $5391173.41    | 0.03%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      7265000 | PA      | $8887284.84    | 0.05%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                          | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      1917000 | PA      | $2278553.19    | 0.01%             | 2032-05-15      | Floating      | 6.06%                 | No            |                  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        |     11980000 | PA      | $14459663.03   | 0.09%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |     12848000 | PA      | $15666665.24   | 0.10%             | 2032-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $3975738.64    | 0.02%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      4020000 | PA      | $4868497.65    | 0.03%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     11900000 | PA      | $14934337.86   | 0.09%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 8 Fondo de Titulizacion                                        | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |       600000 | PA      | $712509.82     | 0.00%             | 2040-01-21      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 8 Fondo de Titulizacion                                        | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |       200000 | PA      | $237882.35     | 0.00%             | 2040-01-21      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       327244 | PA      | $448359.18     | 0.00%             | 2037-05-17      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       959397 | PA      | $1313231.55    | 0.01%             | 2037-05-17      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       378710 | PA      | $517838.83     | 0.00%             | 2037-05-17      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 8 Fondo de Titulizacion                                        | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $118635.24     | 0.00%             | 2040-01-21      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 8 Fondo de Titulizacion                                        | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |       400000 | PA      | $477108.89     | 0.00%             | 2040-01-21      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                         | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     11756000 | PA      | $14396663.87   | 0.09%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Resimac                                                          | RESIMAC Premier Series 2025-1                                                    | CUSIP: 000000000<br>LEI: 213800R628L75GZ2RD25 | Long             | ABS-MBS          | CORP              | AU        |      1236261 | PA      | $863875.21     | 0.01%             | 2056-09-12      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                                   | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $13362629.99   | 0.08%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont BTL 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-MBS          | CORP              | GB        |       550679 | PA      | $754122.18     | 0.00%             | 2062-03-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont BTL 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-MBS          | CORP              | GB        |       289000 | PA      | $394413.60     | 0.00%             | 2062-03-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont BTL 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $136290.98     | 0.00%             | 2062-03-21      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       639939 | PA      | $760211.90     | 0.00%             | 2040-12-28      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       926000 | PA      | $1101079.15    | 0.01%             | 2040-12-28      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       159740 | PA      | $189713.47     | 0.00%             | 2040-12-28      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |        98000 | PA      | $117387.75     | 0.00%             | 2040-12-28      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                     | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      7310000 | PA      | $8918452.59    | 0.05%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                               | Sunrise FinCo I BV                                                               | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      7166000 | PA      | $8593253.12    | 0.05%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages                                          | London Bridge Mortgages 2025-1 PLC                                               | CUSIP: 000000000<br>LEI: 63540064LX89RJMR9I46 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137089.96     | 0.00%             | 2067-03-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages                                          | London Bridge Mortgages 2025-1 PLC                                               | CUSIP: 000000000<br>LEI: 63540064LX89RJMR9I46 | Long             | ABS-MBS          | CORP              | GB        |       310000 | PA      | $423923.06     | 0.00%             | 2067-03-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                             | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      3159000 | PA      | $3741746.35    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.               | Vantage Data Centers Germany Borrower Lux Sarl                                   | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |       597000 | PA      | $712983.03     | 0.00%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Silk Finance                                                     | TAGUS - Sociedade de Titularizacao de Creditos SA/Silk Finance No 6              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $118996.06     | 0.00%             | 2039-12-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Silk Finance                                                     | TAGUS - Sociedade de Titularizacao de Creditos SA/Silk Finance No 6              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       300000 | PA      | $356431.65     | 0.00%             | 2039-12-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $2762449.18    | 0.02%             | 2040-06-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                             | Kyrgyz Republic International Bond                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      2713000 | PA      | $2813889.69    | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                   | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $253272.45     | 0.00%             | 2032-10-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                             | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      2603000 | PA      | $3148632.87    | 0.02%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                          | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4745423.99    | 0.03%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                           | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137050.27     | 0.00%             | 2070-01-27      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                           | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       366000 | PA      | $503359.86     | 0.00%             | 2070-01-27      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                           | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       180000 | PA      | $247139.26     | 0.00%             | 2070-01-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                           | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       131000 | PA      | $180760.88     | 0.00%             | 2070-01-27      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                      | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      5344000 | PA      | $6347542.40    | 0.04%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-1                                             | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |       478000 | PA      | $567781.27     | 0.00%             | 2044-12-20      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-1                                             | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |       165000 | PA      | $195991.84     | 0.00%             | 2044-12-20      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-1                                             | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $119680.00     | 0.00%             | 2044-12-20      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      6649000 | PA      | $7912668.21    | 0.05%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                          | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1244514.63    | 0.01%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     11200000 | PA      | $14150983.66   | 0.09%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     11859000 | PA      | $14281879.42   | 0.09%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       500000 | PA      | $594386.42     | 0.00%             | 2043-04-30      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $118759.22     | 0.00%             | 2043-04-30      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $118860.22     | 0.00%             | 2043-04-30      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       106000 | PA      | $144910.82     | 0.00%             | 2033-04-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $137259.22     | 0.00%             | 2033-04-21      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $136802.88     | 0.00%             | 2033-04-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       300000 | PA      | $409899.60     | 0.00%             | 2033-04-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $119089.82     | 0.00%             | 2043-04-30      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| E-CARAT                                                          | ECARAT DE SA Compartment Lease 2025-1                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       200000 | PA      | $238089.31     | 0.00%             | 2034-05-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| E-CARAT                                                          | ECARAT DE SA Compartment Lease 2025-1                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       500000 | PA      | $594264.33     | 0.00%             | 2034-05-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      4593000 | PA      | $5457694.58    | 0.03%             | 2034-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                             | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     16000000 | PA      | $19241989.63   | 0.12%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                             | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |       896000 | PA      | $1066608.34    | 0.01%             | 2032-06-30      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MTR CORP CI LTD                                                  | MTR Corp CI Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |      3000000 | PA      | $3155250.00    | 0.02%             | 2035-09-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Household Capital                                                | Household Capital 2025-1 RMBS                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       524234 | PA      | $364473.79     | 0.00%             | 2087-07-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                   | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      6290000 | PA      | $7375949.87    | 0.05%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                   | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      5068000 | PA      | $5970374.61    | 0.04%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      3237000 | PA      | $3928609.61    | 0.02%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                          | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |      2246000 | PA      | $2689186.54    | 0.02%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2615000 | PA      | $3171183.81    | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                         | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     13674000 | PA      | $15339359.97   | 0.09%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                           | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      4123000 | PA      | $4987213.36    | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                     | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      6115000 | PA      | $7388841.17    | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                          | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      9904000 | PA      | $11430999.94   | 0.07%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       100998 | PA      | $138228.42     | 0.00%             | 2095-03-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |        99998 | PA      | $136859.01     | 0.00%             | 2095-03-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       239995 | PA      | $328205.45     | 0.00%             | 2095-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       974173 | PA      | $1333675.96    | 0.01%             | 2095-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                         | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      8500000 | PA      | $10343075.72   | 0.06%             | 2035-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                               | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      8217000 | PA      | $10166143.04   | 0.06%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                                            | Development Bank of Mongolia LLC                                                 | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |      2211000 | PA      | $2294719.52    | 0.01%             | 2028-07-03      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                              | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     13859000 | PA      | $16711025.94   | 0.10%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust                   | Latitude Australia Credit Card Master Trust Series 2025-1                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       500000 | PA      | $349233.56     | 0.00%             | 2037-11-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                              | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |       595000 | PA      | $712355.69     | 0.00%             | 2032-07-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust                   | Latitude Australia Credit Card Master Trust Series 2025-1                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      2663000 | PA      | $1860036.50    | 0.01%             | 2037-11-23      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                         | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    328500000 | PA      | $658309.75     | 0.00%             | 2028-07-03      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                 | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     22753000 | PA      | $27998355.74   | 0.17%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      7356000 | PA      | $8927798.26    | 0.05%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                         | Techem Verwaltungsgesellschaft 675 mbH                                           | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |      7700000 | PA      | $9187899.35    | 0.06%             | 2032-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 5 PLC                                                               | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |       249000 | PA      | $340597.26     | 0.00%             | 2056-06-21      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 5 PLC                                                               | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137228.98     | 0.00%             | 2056-06-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 5 PLC                                                               | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |       891459 | PA      | $1219495.83    | 0.01%             | 2056-06-21      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       152000 | PA      | $207782.10     | 0.00%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       475000 | PA      | $649190.35     | 0.00%             | 2033-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      1490000 | PA      | $2041700.45    | 0.01%             | 2033-07-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                                  | Arcano Euro Clo II DAC                                                           | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1198224.58    | 0.01%             | 2039-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-2 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008SKUHLCPHT7N63 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $137738.66     | 0.00%             | 2068-08-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-2 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008SKUHLCPHT7N63 | Long             | ABS-MBS          | CORP              | GB        |       196000 | PA      | $269162.39     | 0.00%             | 2068-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                             | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     14964000 | PA      | $16740027.65   | 0.10%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                            | Hikma Finance USA LLC                                                            | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |      3520000 | PA      | $3531017.60    | 0.02%             | 2030-07-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       636000 | PA      | $632527.40     | 0.00%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     13062000 | PA      | $15772508.57   | 0.10%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     11664000 | PA      | $14244655.28   | 0.09%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     10117000 | PA      | $12344378.37   | 0.08%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                                   | Fulvia Spv Srl                                                                   | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $118608.33     | 0.00%             | 2041-12-23      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                                   | Fulvia Spv Srl                                                                   | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       717000 | PA      | $850915.50     | 0.01%             | 2041-12-23      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                                   | Fulvia Spv Srl                                                                   | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       404000 | PA      | $479308.38     | 0.00%             | 2041-12-23      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| LENZING AG                                                       | Lenzing AG                                                                       | CUSIP: 000000000<br>LEI: 529900BKFJBI0QRDJH63 | Long             | DBT              | CORP              | AT        |      4800000 | PA      | $5669877.78    | 0.03%             | 2028-04-09      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                            | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      1360000 | PA      | $1409776.00    | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                                    | Sona Fios CLO V DAC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1200000 | PA      | $1439811.81    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                         | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |            0 | PA      | $0.00          | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                           | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      2941000 | PA      | $3951737.01    | 0.02%             | 2031-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     12700000 | PA      | $15582076.08   | 0.10%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     13904000 | PA      | $16961966.29   | 0.10%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                           | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      7002000 | PA      | $8210857.06    | 0.05%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: 5493003C5ECZD3NDSV63 | Long             | ABS-O            | CORP              | FR        |       100000 | PA      | $118354.19     | 0.00%             | 2043-07-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: 5493003C5ECZD3NDSV63 | Long             | ABS-O            | CORP              | FR        |       100000 | PA      | $118164.18     | 0.00%             | 2043-07-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: 5493003C5ECZD3NDSV63 | Long             | ABS-O            | CORP              | FR        |       100000 | PA      | $118968.20     | 0.00%             | 2043-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: 5493003C5ECZD3NDSV63 | Long             | ABS-O            | CORP              | FR        |       300000 | PA      | $354941.66     | 0.00%             | 2043-07-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| First Mobility Sarl                                              | First Mobility Sarl - Compartment Swiss Lease 2025-1                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $356458.67     | 0.00%             | 2032-10-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                        | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     14781000 | PA      | $17623525.13   | 0.11%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                           | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      6493000 | PA      | $7763769.54    | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       100000 | PA      | $136909.20     | 0.00%             | 2035-08-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       129000 | PA      | $176529.37     | 0.00%             | 2035-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       782000 | PA      | $1070629.92    | 0.01%             | 2035-08-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                               | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      1414062 | PA      | $1520933.05    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                            | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      1931999 | PA      | $2294106.19    | 0.01%             | 2037-06-22      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                             | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      2638000 | PA      | $3229798.17    | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                             | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      3553000 | PA      | $5030969.72    | 0.03%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                               | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      3351164 | PA      | $4021089.62    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                               | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       790435 | PA      | $824374.52     | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                      | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4714569.49    | 0.03%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                          | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $2064170.07    | 0.01%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                            | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       948169 | PA      | $1125027.92    | 0.01%             | 2037-06-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                            | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       334435 | PA      | $396422.67     | 0.00%             | 2037-06-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                            | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       526058 | PA      | $623560.92     | 0.00%             | 2037-06-22      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                         | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      8629000 | PA      | $10093830.01   | 0.06%             | 2031-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                         | Alexandrite Lake Lux Holdings Sarl                                               | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $7187663.36    | 0.04%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1836843 | PA      | $2526387.08    | 0.02%             | 2037-05-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets                               | La Trobe Financial Capital Markets Trust 2025-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1200780 | PA      | $836314.12     | 0.01%             | 2057-05-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Think Tank Commerical Trust                                      | Think Tank Commercial Series 2025-3 Trust                                        | CUSIP: 000000000<br>LEI: 9845002A6BC1AY0V5B76 | Long             | ABS-MBS          | CORP              | AU        |      1405238 | PA      | $980015.63     | 0.01%             | 2057-12-10      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| KEPPEL REIT                                                      | Keppel REIT                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | SG        |      2750000 | PA      | $2184508.25    | 0.01%             | 2028-08-11      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1934650000 | PA      | $33354012.63   | 0.20%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                           | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      3575000 | PA      | $4245917.69    | 0.03%             | 2037-08-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                            | Equinix Asia Financing Corp Pte Ltd                                              | CUSIP: 000000000<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |      3500000 | PA      | $2675693.73    | 0.02%             | 2032-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Resimac RAF Trust                                                | RAF ABS Series 2025-1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      1880076 | PA      | $1309845.78    | 0.01%             | 2031-12-09      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                       | Aurium CLO VII DAC                                                               | CUSIP: 000000000<br>LEI: 549300V2IBKMYWMKX423 | Long             | ABS-CBDO         | CORP              | IE        |       720000 | PA      | $862899.98     | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Cheshire                                                         | Cheshire 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 635400KAD9IOWKUKQR96 | Long             | ABS-MBS          | CORP              | GB        |      1720648 | PA      | $2353271.68    | 0.01%             | 2048-06-28      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO                                              | Signal Harmonic CLO I DAC                                                        | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |      1320000 | PA      | $1584489.11    | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1357381.56    | 0.01%             | 2036-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Cheshire                                                         | Cheshire 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 635400KAD9IOWKUKQR96 | Long             | ABS-MBS          | CORP              | GB        |       386000 | PA      | $528210.69     | 0.00%             | 2048-06-28      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| RevoCar                                                          | REVOCAR SA Compartment 2025-2                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       200000 | PA      | $236715.97     | 0.00%             | 2038-08-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| RevoCar                                                          | REVOCAR SA Compartment 2025-2                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $118363.20     | 0.00%             | 2038-08-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Cheshire                                                         | Cheshire 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 635400KAD9IOWKUKQR96 | Long             | ABS-MBS          | CORP              | GB        |       166000 | PA      | $227157.06     | 0.00%             | 2048-06-28      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                         | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      7127000 | PA      | $8437945.59    | 0.05%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400FJ7YX914D6HX74 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $118515.87     | 0.00%             | 2035-10-18      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400FJ7YX914D6HX74 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $118273.82     | 0.00%             | 2035-10-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400FJ7YX914D6HX74 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $117996.69     | 0.00%             | 2035-10-18      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| BBVA consumer auto                                               | Bbva Consumer Auto 2025-1 FT                                                     | CUSIP: 000000000<br>LEI: 959800MMSVSVXFLRQM04 | Long             | ABS-O            | CORP              | ES        |        97799 | PA      | $116575.25     | 0.00%             | 2042-05-19      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| BBVA consumer auto                                               | Bbva Consumer Auto 2025-1 FT                                                     | CUSIP: 000000000<br>LEI: 959800MMSVSVXFLRQM04 | Long             | ABS-O            | CORP              | ES        |       293396 | PA      | $348402.10     | 0.00%             | 2042-05-19      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| E-CARAT                                                          | ECARAT DE SA Compartment 2025-2                                                  | CUSIP: 000000000<br>LEI: 213800ETWMJRFLJ8U337 | Long             | ABS-O            | CORP              | LU        |       200000 | PA      | $237022.73     | 0.00%             | 2037-02-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| E-CARAT                                                          | ECARAT DE SA Compartment 2025-2                                                  | CUSIP: 000000000<br>LEI: 213800ETWMJRFLJ8U337 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $118629.19     | 0.00%             | 2037-02-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                         | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7197241.64    | 0.04%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                          | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     10800000 | PA      | $13084462.19   | 0.08%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                      | Sunrise Spv 97 Srl                                                               | CUSIP: 000000000<br>LEI: 815600D891F71DDF9E74 | Long             | ABS-O            | CORP              | IT        |       215000 | PA      | $253554.25     | 0.00%             | 2050-10-27      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                      | Sunrise Spv 97 Srl                                                               | CUSIP: 000000000<br>LEI: 815600D891F71DDF9E74 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $118275.60     | 0.00%             | 2050-10-27      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| DOMETIC GROUP AB                                                 | Dometic Group AB                                                                 | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | DBT              | CORP              | SE        |      9243000 | PA      | $11078483.81   | 0.07%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK I HOLDING                                            | Sobha Sukuk I Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 254900VZENPT8NAXW686 | Long             | DBT              | CORP              | AE        |      1733000 | PA      | $1751421.79    | 0.01%             | 2030-09-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     10503000 | PA      | $12147372.31   | 0.07%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                      | Sunrise Spv 97 Srl                                                               | CUSIP: 000000000<br>LEI: 815600D891F71DDF9E74 | Long             | ABS-O            | CORP              | IT        |       669000 | PA      | $793603.12     | 0.00%             | 2050-10-27      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| SC Germany Leasing                                               | SC Germany SA Compartment Leasing 2025-1                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       200000 | PA      | $237164.50     | 0.00%             | 2036-09-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| SC Germany Leasing                                               | SC Germany SA Compartment Leasing 2025-1                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $118352.29     | 0.00%             | 2036-09-14      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     17011000 | PA      | $19568846.39   | 0.12%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                        | Mila 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450098VTA940FX5997 | Long             | ABS-O            | CORP              | NL        |       100000 | PA      | $118626.46     | 0.00%             | 2042-10-12      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                        | Mila 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450098VTA940FX5997 | Long             | ABS-O            | CORP              | NL        |       100000 | PA      | $117853.26     | 0.00%             | 2042-10-12      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                        | Mila 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450098VTA940FX5997 | Long             | ABS-O            | CORP              | NL        |       100000 | PA      | $118582.13     | 0.00%             | 2042-10-12      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| NANSHAN LIFE PTE LTD                                             | Nanshan Life Pte Ltd                                                             | CUSIP: 000000000<br>LEI: 2138006QCWSN6N7E1140 | Long             | DBT              | CORP              | SG        |      2995000 | PA      | $2998084.85    | 0.02%             | 2041-03-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-3                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |       500000 | PA      | $347607.58     | 0.00%             | 2033-09-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                             | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |     15480000 | PA      | $10388852.27   | 0.06%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-3                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |      2061991 | PA      | $1434819.59    | 0.01%             | 2033-09-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-3                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |       500000 | PA      | $347611.07     | 0.00%             | 2033-09-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Driver UK                                                        | Compartment Driver UK Ten                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       500000 | PA      | $687102.07     | 0.00%             | 2033-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |       400000 | PA      | $472207.23     | 0.00%             | 2036-09-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $118616.86     | 0.00%             | 2036-09-20      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $118033.08     | 0.00%             | 2036-09-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                        | Mila 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450098VTA940FX5997 | Long             | ABS-O            | CORP              | NL        |       300000 | PA      | $354572.55     | 0.00%             | 2042-10-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       505000 | PA      | $597553.97     | 0.00%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 14 2025-1ST1 PLC                            | CUSIP: 000000000<br>LEI: 213800ATT519H28VFU67 | Long             | ABS-MBS          | CORP              | GB        |       666466 | PA      | $912141.44     | 0.01%             | 2066-08-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                              | Ithaca Energy North Sea PLC                                                      | CUSIP: 000000000<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |     11113000 | PA      | $13316777.40   | 0.08%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                    | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4618747.25    | 0.03%             | 2030-09-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Fondo de Titulizacion Santander Consumo 9                                        | CUSIP: 000000000<br>LEI: 959800RE2YA509E01X80 | Long             | ABS-O            | CORP              | ES        |       400000 | PA      | $474547.11     | 0.00%             | 2040-10-25      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Fondo de Titulizacion Santander Consumo 9                                        | CUSIP: 000000000<br>LEI: 959800RE2YA509E01X80 | Long             | ABS-O            | CORP              | ES        |       200000 | PA      | $237326.42     | 0.00%             | 2040-10-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                           | Hambridge Euro Clo 1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400P8G4JAUUUQGV26 | Long             | ABS-CBDO         | CORP              | IE        |      1440000 | PA      | $1731607.37    | 0.01%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                          | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3935671.08    | 0.02%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |       500000 | PA      | $596093.32     | 0.00%             | 2036-09-20      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                                | Auto1 Car Funding Sarl Compartment FinanceHero 2                                 | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |        90976 | PA      | $108152.17     | 0.00%             | 2035-07-16      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Fondo de Titulizacion Santander Consumo 9                                        | CUSIP: 000000000<br>LEI: 959800RE2YA509E01X80 | Long             | ABS-O            | CORP              | ES        |      1080000 | PA      | $1293234.31    | 0.01%             | 2040-10-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                                   | AGL Energy Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | DBT              | CORP              | AU        |      6090000 | PA      | $4124406.03    | 0.03%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                              | Pepper Residential Securities Trust No. 41                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       870000 | PA      | $606242.71     | 0.00%             | 2067-07-12      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                              | Pepper Residential Securities Trust No. 41                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      4490000 | PA      | $3128801.11    | 0.02%             | 2067-07-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                                | Auto1 Car Funding Sarl Compartment FinanceHero 2                                 | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |       181951 | PA      | $215440.13     | 0.00%             | 2035-07-16      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding                                        | Frontier Mortgage Funding 2025-1 PLC                                             | CUSIP: 000000000<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |      1403945 | PA      | $1921654.80    | 0.01%             | 2066-12-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding                                        | Frontier Mortgage Funding 2025-1 PLC                                             | CUSIP: 000000000<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |       866000 | PA      | $1184991.39    | 0.01%             | 2066-12-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |       700000 | PA      | $847180.53     | 0.01%             | 2036-09-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                              | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $4475718.43    | 0.03%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                       | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4557371.23    | 0.03%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      4203000 | PA      | $4165151.66    | 0.03%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                    | Deepocean Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |     12629000 | PA      | $15521657.65   | 0.09%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                         | PRA Group Europe Holding II Sarl                                                 | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |       900000 | PA      | $1034940.31    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LENDLEASE ASIA TREASURY                                          | Lendlease Asia Treasury Pte Ltd                                                  | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |      3500000 | PA      | $2755483.06    | 0.02%             | 2030-09-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FTA Santander Consumer Spain                                     | FT Santander Consumer Spain Auto 2025-1                                          | CUSIP: 000000000<br>LEI: 959800A0WHZF6A5Q2R29 | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $118818.49     | 0.00%             | 2043-09-17      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                      | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       370000 | PA      | $437393.42     | 0.00%             | 2034-05-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SRC SUKUK LTD                                                    | SRC Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900F2OG3526JLAV10 | Long             | DBT              | CORP              | KY        |      1891000 | PA      | $1886272.50    | 0.01%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5927000 | PA      | $7041204.73    | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       750220 | PA      | $865427.72     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                    | Jubilee Place 8 BV                                                               | CUSIP: 000000000<br>LEI: 724500WEF7MLCPB49563 | Long             | ABS-MBS          | CORP              | NL        |       100000 | PA      | $118902.89     | 0.00%             | 2062-03-17      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     13300000 | PA      | $15775522.53   | 0.10%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       685976 | PA      | $784824.15     | 0.00%             | 2032-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       762196 | PA      | $871847.05     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1524392 | PA      | $1751283.22    | 0.01%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                         | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      9546000 | PA      | $10200944.61   | 0.06%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                         | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     10710000 | PA      | $11672434.10   | 0.07%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       183307 | PA      | $217282.21     | 0.00%             | 2035-10-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       183307 | PA      | $217281.77     | 0.00%             | 2035-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       274960 | PA      | $326522.69     | 0.00%             | 2035-10-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     14468000 | PA      | $17236608.30   | 0.11%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      4697000 | PA      | $4722833.50    | 0.03%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2025-1 BV                                                                | CUSIP: 000000000<br>LEI: 72450069R7MTUFTXDC59 | Long             | ABS-O            | CORP              | NL        |      1106000 | PA      | $1313914.89    | 0.01%             | 2032-10-18      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       755000 | PA      | $932696.39     | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2025-1 BV                                                                | CUSIP: 000000000<br>LEI: 72450069R7MTUFTXDC59 | Long             | ABS-O            | CORP              | NL        |       842000 | PA      | $1000343.91    | 0.01%             | 2032-10-18      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2025-1 BV                                                                | CUSIP: 000000000<br>LEI: 72450069R7MTUFTXDC59 | Long             | ABS-O            | CORP              | NL        |      1877000 | PA      | $2230857.17    | 0.01%             | 2032-10-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-2                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       210000 | PA      | $250181.71     | 0.00%             | 2044-12-22      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-2                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       243000 | PA      | $288611.99     | 0.00%             | 2044-12-22      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-2                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       293000 | PA      | $347651.60     | 0.00%             | 2044-12-22      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                               | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4208800000 | PA      | $25315350.01   | 0.15%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                         | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     14014000 | PA      | $16157653.14   | 0.10%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2032000 | PA      | $2050409.92    | 0.01%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXIII SERIES 2025-2 TRUST                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1450000 | PA      | $1008930.34    | 0.01%             | 2067-02-12      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXIII SERIES 2025-2 TRUST                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      4160000 | PA      | $2895310.57    | 0.02%             | 2067-02-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                              | Sammaan Capital Ltd                                                              | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |      4745000 | PA      | $4776127.20    | 0.03%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 3              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |      2200000 | PA      | $2615545.39    | 0.02%             | 2043-10-27      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 3              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       300000 | PA      | $355721.15     | 0.00%             | 2043-10-27      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 3              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $118575.02     | 0.00%             | 2043-10-27      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 3              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $118574.78     | 0.00%             | 2043-10-27      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                              | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      3107000 | PA      | $3716927.19    | 0.02%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                              | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      2226000 | PA      | $2695037.34    | 0.02%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PATRICK TERMINALS FIN PT                                         | Patrick Terminals Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 9845009C9611092B6G88 | Long             | DBT              | CORP              | AU        |      6830000 | PA      | $4589276.55    | 0.03%             | 2035-10-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |       344000 | PA      | $471909.53     | 0.00%             | 2070-09-22      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |      2256000 | PA      | $3093166.17    | 0.02%             | 2070-09-22      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |       429000 | PA      | $589810.65     | 0.00%             | 2070-09-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |       353000 | PA      | $484918.23     | 0.00%             | 2070-09-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7735000 | PA      | $9064430.92    | 0.06%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No3 PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      1077000 | PA      | $1475915.04    | 0.01%             | 2035-12-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No3 PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      1030000 | PA      | $1410098.49    | 0.01%             | 2035-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No3 PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      1544000 | PA      | $2120719.04    | 0.01%             | 2035-12-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Morglas ABS 2025-1 PLC                                           | Morglas Abs 2025-1 PLC                                                           | CUSIP: 000000000<br>LEI: 213800H5DGC5P7QYOI11 | Long             | ABS-O            | CORP              | GB        |      1729537 | PA      | $2369639.44    | 0.01%             | 2040-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                            | Gruppo San Donato SPA                                                            | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |      5644000 | PA      | $6782603.69    | 0.04%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC POWER CORP                                                | Public Power Corp SA                                                             | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | DBT              | CORP              | GR        |      4793000 | PA      | $5763371.42    | 0.04%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                                      | Meridian Funding 2025-1 PLC                                                      | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |       570000 | PA      | $779183.63     | 0.00%             | 2068-02-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    125807400 | PA      | $7314900.52    | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |      1266000 | PA      | $1738642.40    | 0.01%             | 2035-08-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |       525000 | PA      | $721118.09     | 0.00%             | 2035-08-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |      1432000 | PA      | $1956271.97    | 0.01%             | 2070-09-22      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                                      | Meridian Funding 2025-1 PLC                                                      | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |       497000 | PA      | $680208.17     | 0.00%             | 2068-02-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                                      | Meridian Funding 2025-1 PLC                                                      | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |       559000 | PA      | $762339.28     | 0.00%             | 2068-02-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                                      | Meridian Funding 2025-1 PLC                                                      | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |       470000 | PA      | $643349.75     | 0.00%             | 2068-02-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                                      | Meridian Funding 2025-1 PLC                                                      | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |      2454560 | PA      | $3359991.28    | 0.02%             | 2068-02-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SC Austria                                                       | SC Austria Sarl                                                                  | CUSIP: 000000000<br>LEI: 81560007AFE688B7A894 | Long             | ABS-O            | CORP              | LU        |      3805000 | PA      | $4537307.56    | 0.03%             | 2041-07-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| SC Austria                                                       | SC Austria Sarl                                                                  | CUSIP: 000000000<br>LEI: 81560007AFE688B7A894 | Long             | ABS-O            | CORP              | LU        |      1321000 | PA      | $1575710.03    | 0.01%             | 2041-07-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| SC Austria                                                       | SC Austria Sarl                                                                  | CUSIP: 000000000<br>LEI: 81560007AFE688B7A894 | Long             | ABS-O            | CORP              | LU        |      1128000 | PA      | $1345372.18    | 0.01%             | 2041-07-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |      2457000 | PA      | $3373703.03    | 0.02%             | 2035-08-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                                            | CIFC European Funding CLO II DAC                                                 | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |      1440000 | PA      | $1728871.89    | 0.01%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO Designated Activity Company                | Silver Point Euro Clo 1 DAC                                                      | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-CBDO         | CORP              | IE        |      1257000 | PA      | $1504054.61    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Hive BV                                                          | HIVE 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500W27MWLGM594D53 | Long             | ABS-O            | CORP              | NL        |       657335 | PA      | $779863.99     | 0.00%             | 2045-11-21      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Hive BV                                                          | HIVE 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500W27MWLGM594D53 | Long             | ABS-O            | CORP              | NL        |      8370628 | PA      | $9941775.48    | 0.06%             | 2045-11-21      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| AMPOL LTD                                                        | Ampol Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | DBT              | CORP              | AU        |      2450000 | PA      | $1657605.99    | 0.01%             | 2055-10-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |       195000 | PA      | $266985.21     | 0.00%             | 2067-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |      5082000 | PA      | $6966459.60    | 0.04%             | 2067-07-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |       632000 | PA      | $865319.75     | 0.01%             | 2067-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                          | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     18175000 | PA      | $21297061.07   | 0.13%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                     | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     10500000 | PA      | $12353643.99   | 0.08%             | 2033-11-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |       499000 | PA      | $684580.20     | 0.00%             | 2067-07-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |       683000 | PA      | $934371.50     | 0.01%             | 2067-07-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| PEAK RE BVI HOLDING LTD                                          | Peak RE Bvi Holding Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KB2UHI8ALPSD62 | Long             | DBT              | CORP              | VG        |      2250000 | PA      | $2274609.38    | 0.01%             | 2030-11-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                              | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $7350866.78    | 0.04%             | 2033-05-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                     | Energean PLC                                                                     | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      3625000 | PA      | $4315724.63    | 0.03%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                     | Energean PLC                                                                     | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |       695000 | PA      | $827428.59     | 0.01%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      3800000 | PA      | $4523165.40    | 0.03%             | 2038-12-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      1200000 | PA      | $1428396.47    | 0.01%             | 2038-12-15      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       800000 | PA      | $951299.91     | 0.01%             | 2038-12-15      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| MOLOSSUS BTL                                                     | Molossus Btl 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400EK2YUIDKJ84N95 | Long             | ABS-MBS          | CORP              | GB        |      8728000 | PA      | $11958463.64   | 0.07%             | 2063-03-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       532000 | PA      | $630542.90     | 0.00%             | 2040-06-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| MOLOSSUS BTL                                                     | Molossus Btl 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400EK2YUIDKJ84N95 | Long             | ABS-MBS          | CORP              | GB        |       164000 | PA      | $224891.93     | 0.00%             | 2063-03-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MOLOSSUS BTL                                                     | Molossus Btl 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400EK2YUIDKJ84N95 | Long             | ABS-MBS          | CORP              | GB        |      1708000 | PA      | $2339037.79    | 0.01%             | 2063-03-17      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      7435000 | PA      | $8824469.24    | 0.05%             | 2040-06-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| MOLOSSUS BTL                                                     | Molossus Btl 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400EK2YUIDKJ84N95 | Long             | ABS-MBS          | CORP              | GB        |       169000 | PA      | $231553.21     | 0.00%             | 2063-03-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      2620000 | PA      | $3109327.04    | 0.02%             | 2040-06-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-3 PLC                                                               | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |      8859806 | PA      | $12152450.73   | 0.07%             | 2069-10-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-3 PLC                                                               | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |       225000 | PA      | $309911.76     | 0.00%             | 2069-10-27      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-3 PLC                                                               | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |       689000 | PA      | $947793.96     | 0.01%             | 2069-10-27      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Four Srl                 | CUSIP: 000000000<br>LEI: 8156003524A4F7B21C64 | Long             | ABS-O            | CORP              | IT        |      3352000 | PA      | $4000671.65    | 0.02%             | 2040-08-16      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Four Srl                 | CUSIP: 000000000<br>LEI: 8156003524A4F7B21C64 | Long             | ABS-O            | CORP              | IT        |      7875000 | PA      | $9370435.37    | 0.06%             | 2040-08-16      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Four Srl                 | CUSIP: 000000000<br>LEI: 8156003524A4F7B21C64 | Long             | ABS-O            | CORP              | IT        |       525000 | PA      | $626585.02     | 0.00%             | 2040-08-16      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Four Srl                 | CUSIP: 000000000<br>LEI: 8156003524A4F7B21C64 | Long             | ABS-O            | CORP              | IT        |       478000 | PA      | $570671.49     | 0.00%             | 2040-08-16      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF                                               | BNP Paribas Cardif SA                                                            | CUSIP: 000000000<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |     21800000 | PA      | $26198047.73   | 0.16%             | 2035-11-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                                        | Rockford Tower Europe Clo 2025-3 DAC                                             | CUSIP: 000000000<br>LEI: 6354009EFUWKAOBABO62 | Long             | ABS-CBDO         | CORP              | IE        |      2550000 | PA      | $3054790.78    | 0.02%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-3 PLC                                                               | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |       377000 | PA      | $517571.99     | 0.00%             | 2069-10-27      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                               | Victory Street Clo II DAC                                                        | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-CBDO         | CORP              | IE        |      4200000 | PA      | $5041642.89    | 0.03%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                      | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     10108000 | PA      | $11660013.35   | 0.07%             | 2045-11-14      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10670000 | PA      | $12045751.36   | 0.07%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $2290754.83    | 0.01%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     27100000 | PA      | $32064348.48   | 0.20%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      4610000 | PA      | $3188024.31    | 0.02%             | 2045-11-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                              | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $3248161.94    | 0.02%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                          | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      6000000 | PA      | $4196359.62    | 0.03%             | 2035-11-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2025-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |       632000 | PA      | $866156.86     | 0.01%             | 2032-12-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2025-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |       502000 | PA      | $688022.60     | 0.00%             | 2032-12-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2025-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |       441000 | PA      | $604175.07     | 0.00%             | 2032-12-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2025-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |      6327236 | PA      | $8680983.24    | 0.05%             | 2032-12-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2025-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |       401000 | PA      | $549394.37     | 0.00%             | 2032-12-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2025-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |      2609000 | PA      | $3575680.94    | 0.02%             | 2032-12-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-2 PLC                                              | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |       336000 | PA      | $460820.87     | 0.00%             | 2068-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-2 PLC                                              | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |       382000 | PA      | $523433.78     | 0.00%             | 2068-01-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-2 PLC                                              | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |      9829000 | PA      | $13500475.61   | 0.08%             | 2068-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-2 PLC                                              | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |      1446000 | PA      | $1980306.52    | 0.01%             | 2068-01-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer PLC                                           | Pavillion Consumer 2025-1 PLC                                                    | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |      1277000 | PA      | $1746740.33    | 0.01%             | 2036-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     12567000 | PA      | $14062203.87   | 0.09%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                      | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      4077000 | PA      | $5661330.01    | 0.03%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                       | Entain PLC                                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | DBT              | CORP              | IM        |      3250000 | PA      | $3865551.50    | 0.02%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                      | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      3999000 | PA      | $4777041.47    | 0.03%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                         | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      2420000 | PA      | $1676370.96    | 0.01%             | 2055-11-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                         | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      2400000 | PA      | $1685863.88    | 0.01%             | 2055-11-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                             | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |       830000 | PA      | $974001.73     | 0.01%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       365461 | PA      | $500061.71     | 0.00%             | 2032-12-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |      2974164 | PA      | $4078993.52    | 0.02%             | 2032-12-16      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       704752 | PA      | $964402.09     | 0.01%             | 2032-12-16      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       720641 | PA      | $990459.85     | 0.01%             | 2032-12-16      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       356115 | PA      | $487272.41     | 0.00%             | 2032-12-16      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |       383000 | PA      | $524806.65     | 0.00%             | 2058-02-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |      7628977 | PA      | $10463164.27   | 0.06%             | 2058-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |       848000 | PA      | $1161961.22    | 0.01%             | 2058-02-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FT Santander Residential                                         | Santander Residential 1 FT                                                       | CUSIP: 000000000<br>LEI: 959800E7PWPHWSWPK316 | Long             | ABS-MBS          | CORP              | ES        |      1500000 | PA      | $1781838.19    | 0.01%             | 2068-10-18      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                          | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1069449.03    | 0.01%             | 2037-11-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FT Santander Residential                                         | Santander Residential 1 FT                                                       | CUSIP: 000000000<br>LEI: 959800E7PWPHWSWPK316 | Long             | ABS-MBS          | CORP              | ES        |       400000 | PA      | $474376.42     | 0.00%             | 2068-10-18      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |      1745055 | PA      | $2387693.44    | 0.01%             | 2032-12-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                                      | Youni Italy 2025-2 Srl                                                           | CUSIP: 000000000<br>LEI: 8156001A7AEEA1E59607 | Long             | ABS-O            | CORP              | IT        |      3859100 | PA      | $4588727.24    | 0.03%             | 2036-01-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                                      | Youni Italy 2025-2 Srl                                                           | CUSIP: 000000000<br>LEI: 8156001A7AEEA1E59607 | Long             | ABS-O            | CORP              | IT        |       431888 | PA      | $511944.23     | 0.00%             | 2036-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                                      | Youni Italy 2025-2 Srl                                                           | CUSIP: 000000000<br>LEI: 8156001A7AEEA1E59607 | Long             | ABS-O            | CORP              | IT        |       228930 | PA      | $271364.84     | 0.00%             | 2036-01-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                              | Pepper Prime 2025-1 Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       770000 | PA      | $535449.73     | 0.00%             | 2067-04-12      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                              | Pepper Prime 2025-1 Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       540000 | PA      | $374885.99     | 0.00%             | 2067-04-12      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                              | Pepper Prime 2025-1 Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      8400000 | PA      | $5844486.89    | 0.04%             | 2067-04-12      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                         | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       655000 | PA      | $661058.75     | 0.00%             | 2031-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                             | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      4020000 | PA      | $4757385.74    | 0.03%             | 2033-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                             | Colombia Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       571000 | PA      | $663805.53     | 0.00%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                 | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |      1889000 | PA      | $2588339.47    | 0.02%             | 2039-05-28      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                          | Tabcorp Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |      4960000 | PA      | $3422812.02    | 0.02%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                               | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      9026000 | PA      | $10539721.68   | 0.06%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO                                                     | Elm Park CLO DAC                                                                 | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |      2729000 | PA      | $3276002.05    | 0.02%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | Autoflorence 4 Srl                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      2574000 | PA      | $3056581.71    | 0.02%             | 2044-12-24      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | Autoflorence 4 Srl                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      1032000 | PA      | $1226447.82    | 0.01%             | 2044-12-24      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | Autoflorence 4 Srl                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       572000 | PA      | $679836.36     | 0.00%             | 2044-12-24      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3455886.62    | 0.02%             | 2034-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                                  | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      5576000 | PA      | $6626879.16    | 0.04%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fairbridge                                                       | Fairbridge 2025-1 BV                                                             | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-MBS          | CORP              | NL        |       403000 | PA      | $476885.22     | 0.00%             | 2062-02-24      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fairbridge                                                       | Fairbridge 2025-1 BV                                                             | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-MBS          | CORP              | NL        |      3515000 | PA      | $4174815.86    | 0.03%             | 2062-02-24      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                               | Vanir Logistics Finance Sarl                                                     | CUSIP: 000000000<br>LEI: 636700UXUGBCCF9PA752 | Long             | ABS-MBS          | CORP              | LU        |      1025000 | PA      | $1215584.72    | 0.01%             | 2037-07-23      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                               | Vanir Logistics Finance Sarl                                                     | CUSIP: 000000000<br>LEI: 636700UXUGBCCF9PA752 | Long             | ABS-MBS          | CORP              | LU        |       650000 | PA      | $770857.83     | 0.00%             | 2037-07-23      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                               | Vanir Logistics Finance Sarl                                                     | CUSIP: 000000000<br>LEI: 636700UXUGBCCF9PA752 | Long             | ABS-MBS          | CORP              | LU        |      1633000 | PA      | $1936632.04    | 0.01%             | 2037-07-23      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairbridge                                                       | Fairbridge 2025-1 BV                                                             | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-MBS          | CORP              | NL        |       327000 | PA      | $388972.53     | 0.00%             | 2062-02-24      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| ENCORE ISSUANCES SA                                              | Encore Issuances SA                                                              | CUSIP: 000000000<br>LEI: 529900AZGF6OODGSBY09 | Long             | DBT              | CORP              | LU        |      2277220 | PA      | $2709731.45    | 0.02%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                                 | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |     25280000 | PA      | $29651596.84   | 0.18%             | 2031-06-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA Compartment 2                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       200000 | PA      | $238066.08     | 0.00%             | 2058-12-27      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA Compartment 2                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      3846831 | PA      | $4576574.43    | 0.03%             | 2058-12-27      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA Compartment 2                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       500000 | PA      | $592845.47     | 0.00%             | 2058-12-27      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-4                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |      2726000 | PA      | $1900759.61    | 0.01%             | 2034-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-4                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |     10990000 | PA      | $7646919.66    | 0.05%             | 2034-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                         | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      9309000 | PA      | $11035907.98   | 0.07%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-4                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |      2531000 | PA      | $1767164.48    | 0.01%             | 2034-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                         | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      4900000 | PA      | $6817168.39    | 0.04%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     39000000 | PA      | $973946.24     | 0.01%             | 2030-10-02      | Fixed         | 33.90%                | No            |                  2 | On Loan: No      |
| Resimac                                                          | RESIMAC Premier Series 2025-2                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     10905000 | PA      | $7585042.33    | 0.05%             | 2057-04-08      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| DBMS                                                             | DBMS 2025-1 DAC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       497000 | PA      | $680524.41     | 0.00%             | 2036-02-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DBMS                                                             | DBMS 2025-1 DAC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       735000 | PA      | $1006605.45    | 0.01%             | 2036-02-18      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| DBMS                                                             | DBMS 2025-1 DAC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      4129000 | PA      | $5652675.67    | 0.03%             | 2036-02-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO2 LTD                                              | Cas Capital No 2 Ltd                                                             | CUSIP: 000000000<br>LEI: 2549007CLL9JS1Z83O04 | Long             | DBT              | CORP              | VG        |       667000 | PA      | $673920.13     | 0.00%             | 2031-01-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      4250000 | PA      | $3369330.24    | 0.02%             | 2031-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      7600000 | PA      | $9044484.04    | 0.06%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                         | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      2850000 | PA      | $3382469.04    | 0.02%             | 2031-10-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer PLC                                           | Pavillion Consumer 2025-1 PLC                                                    | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |      4106000 | PA      | $5610704.24    | 0.03%             | 2036-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SJM INTERNATIONAL LTD                                            | SJM International Ltd                                                            | CUSIP: 000000000<br>LEI: 254900D15HMHW0MJ6N62 | Long             | DBT              | CORP              | VG        |      4000000 | PA      | $3966000.00    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                            | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      4900000 | PA      | $5742806.53    | 0.04%             | 2036-01-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                          | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      5127000 | PA      | $5184678.75    | 0.03%             | 2030-10-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                          | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      8730000 | PA      | $10327301.92   | 0.06%             | 2032-01-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |     22690000 | PA      | $26859019.25   | 0.16%             | 2034-01-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                         | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      6900000 | PA      | $8191004.93    | 0.05%             | 2031-01-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                         | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      5300000 | PA      | $6261997.24    | 0.04%             | 2034-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       342000 | PA      | $403159.90     | 0.00%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     15300000 | PA      | $18234917.60   | 0.11%             | 2034-04-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      3250000 | PA      | $3850685.45    | 0.02%             | 2031-01-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      9795000 | PA      | $11541769.13   | 0.07%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2026-1 PLC                                                  | CUSIP: 000000000<br>LEI: 213800RFTUPOIEPDEP07 | Long             | ABS-O            | CORP              | GB        |      2195000 | PA      | $3004403.01    | 0.02%             | 2073-01-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  23995500000 | PA      | $6344489.93    | 0.04%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ENCORE ISSUANCES SA                                              | Encore Issuances SA                                                              | CUSIP: 000000000<br>LEI: 529900AZGF6OODGSBY09 | Long             | DBT              | CORP              | LU        |      3425093 | PA      | $4061689.38    | 0.02%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                         | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     10000000 | PA      | $7847260.44    | 0.05%             | 2033-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                         | Betclic Everest Group SAS                                                        | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |      3397000 | PA      | $4067910.09    | 0.02%             | 2031-12-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Sirius Logistics                                                 | Sirius Logistics 2026-1 UK DAC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      3502000 | PA      | $4791962.86    | 0.03%             | 2035-11-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                                     | MTR Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |      4100000 | PA      | $2874307.39    | 0.02%             | 2038-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                          | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      3450000 | PA      | $4080436.71    | 0.02%             | 2040-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                             | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      8100000 | PA      | $9635992.19    | 0.06%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont Btl 2026-1 PLC                                                          | CUSIP: 000000000<br>LEI: 213800UHT3RX1VL8CX54 | Long             | ABS-MBS          | CORP              | GB        |       106000 | PA      | $145664.55     | 0.00%             | 2062-12-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont Btl 2026-1 PLC                                                          | CUSIP: 000000000<br>LEI: 213800UHT3RX1VL8CX54 | Long             | ABS-MBS          | CORP              | GB        |      4895000 | PA      | $6700754.77    | 0.04%             | 2062-12-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                                   | Benin Sukuk SA                                                                   | CUSIP: 000000000<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      2071000 | PA      | $2062860.97    | 0.01%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Westpac Securitisation Trust                                     | Series 2026-1 WST Trust                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     10500000 | PA      | $7301514.07    | 0.04%             | 2057-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                     | Providus Clo XIV DAC                                                             | CUSIP: 000000000<br>LEI: 635400RHQLITOVVAUF62 | Long             | ABS-CBDO         | CORP              | IE        |      2773000 | PA      | $3286974.31    | 0.02%             | 2040-04-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                                        | CIFC European Funding CLO III DAC                                                | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |      2501000 | PA      | $2964559.23    | 0.02%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       960000 | PA      | $986400.00     | 0.01%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      3515000 | PA      | $3551837.20    | 0.02%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1320000 | PA      | $1311314.40    | 0.01%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINK FINANCE CAYMAN 2009                                         | Link Finance Cayman 2009 Ltd/The                                                 | CUSIP: 000000000<br>LEI: 254900J10LHB6JOSNR19 | Long             | DBT              |  | KY        |      4090000 | PA      | $4065541.80    | 0.02%             | 2036-02-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                          | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      1625000 | PA      | $1879019.72    | 0.01%             | 2031-07-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                         | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      1680000 | PA      | $1175518.83    | 0.01%             | 2056-02-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                         | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | SN               | CORP              | AU        |      2170000 | PA      | $1516852.30    | 0.01%             | 2056-02-04      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VEND FIN                                         | Virgin Media O2 Vendor Financing Notes VII DAC                                   | CUSIP: 000000000<br>LEI: 984500871CCF07442C21 | Long             | DBT              | CORP              | IE        |       333000 | PA      | $393088.83     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                         | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      2720000 | PA      | $3230283.44    | 0.02%             | 2038-02-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                         | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      5880000 | PA      | $6971332.08    | 0.04%             | 2032-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                          | MKS Inc                                                                          | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     10348000 | PA      | $12265640.37   | 0.07%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                           | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      1446000 | PA      | $1713706.93    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING X                                             | Alpha Star Holding X Ltd                                                         | CUSIP: 000000000<br>LEI: 254900VZ1ZLI7YNEMZ61 | Long             | DBT              | CORP              | AE        |      3368000 | PA      | $3367512.55    | 0.02%             | 2029-08-05      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                                          | Italmatch Chemicals SpA                                                          | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |      1262000 | PA      | $1500862.60    | 0.01%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                                          | Italmatch Chemicals SpA                                                          | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |      2595000 | PA      | $3079919.35    | 0.02%             | 2031-02-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT DEC25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          167 | NC      | $133369.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          173 | NC      | $-30513.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT DEC27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          871 | NC      | $-21420.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT DEC28                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          871 | NC      | $-53872.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BOBL FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2026 | NC      | $-246830.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-SCHATZ FUT MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -339 | NC      | $-14927.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          401 | NC      | $-138284.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUXL 30Y BND MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -321 | NC      | $614182.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-OAT FUTURE MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          256 | NC      | $300166.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16000 | NC      | $-271689.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -827 | NC      | $1258288.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8793 | NC      | $1169585.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -895 | NC      | $930699.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31718 | NC      | $-9785338.75   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         8600 | NC      | $-1883239.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1284 | NC      | $1236844.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -117 | NC      | $-18227.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16903 | NC      | $-40340.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                   | JPN 10Y BOND(OSE) MAR26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          107 | NC      | $-1352144.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15518 | NC      | $-79919.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48773 | NC      | $-1341828.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX INVESTMENT GRA                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18509 | NC      | $-217706.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX INVESTMENT GRA                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12698 | NC      | $-88455.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX INVESTMENT GRA                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        12698 | NC      | $565370.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23279 | NC      | $-893892.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       617000 | PA      | $894994.10     | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     11350000 | PA      | $16142631.68   | 0.10%             | 2028-05-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100336000 | PA      | $29794751.20   | 0.18%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $7547805.10    | 0.05%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     41660000 | PA      | $35255058.33   | 0.22%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1507000 | PA      | $435365.37     | 0.00%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5162000 | PA      | $1492108.62    | 0.01%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Telenet International Finance Sarl                               | Telenet International Finance Sarl 2020 EUR Term Loan AQ                         | CUSIP: 000000000<br>LEI: 213800UQWC6KB34WEQ10 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2369584.88    | 0.01%             | 2029-04-30      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AI Sirona (Luxembourg) Acquisition Sarl                          | AI Sirona (Luxembourg) Acquisition Sarl 2024 EUR Term Loan B                     | CUSIP: 000000000<br>LEI: 549300MQC452SFMN5167 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2370699.11    | 0.01%             | 2028-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                                 | Boluda Towage SL 2024 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |      1000000 | PA      | $1192757.99    | 0.01%             | 2030-01-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                 | Tele Columbus AG 2024 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | LON              | CORP              | DE        |            0 | PA      | $0.00          | 0.00%             | 2029-01-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                   | Bellis Acquisition Company PLC 2024 EUR Term Loan B                              | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2068837.99    | 0.01%             | 2031-05-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| QSRP Finco BV                                                    | QSRP Finco BV EUR Term Loan B                                                    | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |      1000000 | PA      | $1161393.64    | 0.01%             | 2031-06-19      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Europa University Education Group, S.L                           | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B               | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |      1483198 | PA      | $1761149.61    | 0.01%             | 2031-10-30      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                           | Aernnova Aerospace SAU 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |      1000000 | PA      | $1147572.46    | 0.01%             | 2030-02-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Obol France 3 SAS                                                | Obol France 3 SAS 2024 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |       917230 | PA      | $1073104.45    | 0.01%             | 2028-12-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| RUBIX GROUP MIDCO 3 LIMITED                                      | Rubix Group Midco 3 Limited 2024 EUR Term Loan                                   | CUSIP: 000000000<br>LEI: 213800ENCGCXQFBAPG24 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2371813.34    | 0.01%             | 2028-09-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                | Nobian Finance BV 2024 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |      1750000 | PA      | $1957035.82    | 0.01%             | 2029-07-02      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Athena Holdco S.A.S.                                             | Athena Holdco SAS 2024 EUR Term Loan B2                                          | CUSIP: 000000000<br>LEI: 2549000RJO0263KQGB75 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1189261.21    | 0.01%             | 2031-04-14      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Leased and Tenanted Pubs 1 LTD                                   | Leased and Tenanted Pubs 1 LTD GBP 2nd Lien Term Loan                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4926215 | PA      | $6268933.22    | 0.04%             | 2029-10-31      | Floating      | 13.34%                | No            |                  3 | On Loan: No      |
| Market Bidco Limited                                             | Market Bidco Limited 2024 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2329757.13    | 0.01%             | 2030-11-04      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV                                           | Stage Entertainment BV 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2286728.94    | 0.01%             | 2029-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                       | Quimper AB 2024 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |      3000000 | PA      | $3557826.69    | 0.02%             | 2030-03-29      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                            | Betclic Everest Group EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |      2590909 | PA      | $3072791.24    | 0.02%             | 2031-12-10      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom Holding SA                                    | Matterhorn Telecom Holding SA EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | LON              | CORP              | LU        |      1361702 | PA      | $1619209.54    | 0.01%             | 2032-01-30      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Cegid Group SAS                                                  | Cegid Group SAS 2025 EUR Term Loan B4                                            | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1178604.91    | 0.01%             | 2028-07-10      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                              | Boels Topholding BV 2025 EUR Term Loan B3                                        | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |      1017241 | PA      | $1205967.49    | 0.01%             | 2031-05-23      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Aviv Group GmbH                                                  | Aviv Group GmbH EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 529900ACQ8JBRCMB0082 | Long             | LON              | CORP              | DE        |      1719745 | PA      | $2032138.86    | 0.01%             | 2032-04-23      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante SA                                      | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1167818.23    | 0.01%             | 2031-08-13      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                                              | Aenova Holding GmbH 2025 EUR Repriced Term Loan B                                | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1192260.14    | 0.01%             | 2031-08-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                                 | Schoen Klinik SE 2025 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900PESVR4GQY8DX61 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1191880.83    | 0.01%             | 2031-01-12      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                          | Atos SE EUR Term Loan B                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | LON              | CORP              | FR        |      3121667 | PA      | $3815899.51    | 0.02%             | 2029-12-18      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                          | SUMMER BC HOLDCO B SARL 2025 Add-On TERM LOAN B                                  | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | US        |      3000000 | PA      | $2765370.00    | 0.02%             | 2029-02-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Ceva Sante Animale                                               | Ceva Sante Animale 2025 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2380656.04    | 0.01%             | 2030-11-08      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                                      | Tackle SARL 2025 EUR Repriced Term Loan B2                                       | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      1961749 | PA      | $2325590.39    | 0.01%             | 2028-05-22      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                              | MasOrange Finco Plc 2025 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2370153.85    | 0.01%             | 2031-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Odido Holding BV                                                 | Odido Holding BV 2025 EUR Term Loan B2                                           | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2374729.30    | 0.01%             | 2029-03-30      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Edge Finco PLC                                                   | Edge Finco PLC 2025 EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1191940.10    | 0.01%             | 2031-08-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                                       | CD&R Firefly Bidco Limited 2025 EUR Term Loan                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1191774.15    | 0.01%             | 2029-04-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Elsan SAS                                                        | Elsan SAS 2025 EUR Term Loan B                                                   | CUSIP: 000000000<br>LEI: 969500KPGB0PD8HGDD09 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2215015.30    | 0.01%             | 2031-06-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Mosel Bidco SE                                                   | Mosel Bidco SE 2025 EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: 984500Y5D569472B6455 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2333170.94    | 0.01%             | 2030-09-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| HBX Group International PLC                                      | HBX Group International PLC EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1180169.58    | 0.01%             | 2032-02-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK PLC                            | Allwyn Entertainment Financing UK PLC EUR Term Loan B                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | LON              | CORP              | GB        |      3500000 | PA      | $4151337.13    | 0.03%             | 2032-03-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Tarkett Participation                                            | Tarkett Participation 2025 EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 9695009BVDNB65W81L34 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2384046.14    | 0.01%             | 2031-04-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Gategroup Fin Luxembourg SA                                      | Gategroup Fin Luxembourg SA EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 5299006HGCSTED8GE975 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1191276.30    | 0.01%             | 2032-06-16      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Artemis Bidco SAS                                                | Artemis Bidco SAS EUR Term Loan B                                                | CUSIP: 000000000<br>LEI: 636700R5GUXSGSLJT555 | Long             | LON              | CORP              | FR        |      1653543 | PA      | $1960634.07    | 0.01%             | 2032-08-07      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SPA HOLDINGS 3 OY                                                | Spa Holdings 3 Oy 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |      3000000 | PA      | $3578736.25    | 0.02%             | 2030-05-27      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Prosol SAS                                                       | Prosol SAS 2025 EUR Fungible Term Loan B                                         | CUSIP: 000000000<br>LEI: 969500SQUKFRVADD6263 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1188929.31    | 0.01%             | 2031-07-12      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                             | Mehilainen Yhtiot Oy 2025 EUR Term Loan B1                                       | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |      1000000 | PA      | $1190588.80    | 0.01%             | 2031-08-05      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                    | Hestiafloor 2 2025 EUR Term Loan B                                               | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |      1500000 | PA      | $1779926.82    | 0.01%             | 2030-02-27      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Holdings IV Limited                       | BCP V Modular Services Holdings IV Limited 2025 EUR Term Loan                    | CUSIP: 000000000<br>LEI: 549300C6IE8LNURFZG55 | Long             | LON              | CORP              | GB        |      2500000 | PA      | $2750218.40    | 0.02%             | 2031-07-10      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 S.A.                                        | Garfunkelux Holdco 3 SA EUR Term Loan                                            | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | LON              | CORP              | LU        |     16000000 | PA      | $18339728.29   | 0.11%             | 2028-08-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Vivalto Sante SAS                                                | Vivalto Sante SAS 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 969500LFM6S869DF2T62 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3524293.15    | 0.02%             | 2031-07-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc.                             | Restaurant Brands International Inc 2025 EUR Term Loan B                         | CUSIP: 000000000<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | LON              | CORP              | GB        |      2500000 | PA      | $2978575.99    | 0.02%             | 2031-10-31      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Trevise Holdings 1 SAS                                           | Trevise Holdings 1 SAS 2025 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 96950002G854EUTZO904 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1193919.63    | 0.01%             | 2029-07-09      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                            | Boots Group Bidco Ltd EUR Term Loan                                              | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |      3200000 | PA      | $3814625.55    | 0.02%             | 2032-08-30      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                  | Holding Socotec 2025 EUR Term Loan B1                                            | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |      1937500 | PA      | $2298842.48    | 0.01%             | 2031-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Eagle Bidco Limited                                              | Eagle Bidco Limited 2025 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2381817.69    | 0.01%             | 2032-02-29      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Dorna Sports SL                                                  | Dorna Sports SL 2025 EUR Term Loan B                                             | CUSIP: 000000000<br>LEI: 95980020140005602218 | Long             | LON              | CORP              | ES        |      1750000 | PA      | $2082368.76    | 0.01%             | 2032-08-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HomeVi S.a.S.                                                    | HomeVi SaS 2025 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00          | 0.00%             | 2029-10-31      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo GmbH                                                | Node AcquiCo GmbH EUR Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      3000000 | PA      | $3559675.83    | 0.02%             | 2032-12-08      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco LLC                                                | Indy US Bidco LLC 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1767844 | PA      | $2095262.12    | 0.01%             | 2030-10-31      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                           | Techem Verwaltungsgesellschaft 675 mbH 2025 EUR Term Loan B                      | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2381414.67    | 0.01%             | 2032-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                                  | Parts Europe SA 2025 EUR Repriced Term Loan B                                    | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2384330.63    | 0.01%             | 2031-02-03      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Athena Holdco SAS                                                | Athena Holdco SAS 2025 EUR Repriced Term Loan                                    | CUSIP: 000000000<br>LEI: 2549000RJO0263KQGB75 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00          | 0.00%             | 2031-04-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AI SIRONA LUXEMBOURG ACQ SARL                                    | AI SIRONA LUXEMBOURG ACQ SARL 2025 EUR 1st LIEN TERM LOAN B                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1678571 | PA      | $1990190.81    | 0.01%             | 2033-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                           | OCS Group Holdings Ltd 2025 EUR Fungible Add On Term Loan                        | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |      2075471 | PA      | $2481069.97    | 0.02%             | 2031-11-28      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                                 | Nomad Foods Europe Midco Limited 2025 EUR Term Loan B                            | CUSIP: 000000000<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1185717.01    | 0.01%             | 2032-10-28      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                           | OCS Group Holdings Ltd 2025 GBP Add On Term Loan                                 | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1367324.07    | 0.01%             | 2031-11-28      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                                       | Anticimex International AB 2025 EUR Term Loan B                                  | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |      1350000 | PA      | $1609327.16    | 0.01%             | 2031-11-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ARGENT BIDCO SAS                                                 | ARGENT BIDCO SAS EUR TERM LOAN B                                                 | CUSIP: 000000000<br>LEI: 969500EUACKHJGAJ8J38 | Long             | LON              | CORP              | FR        |      1300000 | PA      | $1549429.67    | 0.01%             | 2032-11-12      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                                      | Gategroup Fin Luxembourg SA EUR Repriced Term Loan                               | CUSIP: 000000000<br>LEI: 5299006HGCSTED8GE975 | Long             | LON              | CORP              | LU        |       477876 | PA      | $569282.35     | 0.00%             | 2032-06-10      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BEAUPARC                                                         | Beauparc 2025 EUR Repriced Term Loan B                                           | CUSIP: 000000000<br>LEI: 9845005DD58BDDC8D847 | Long             | LON              | CORP              | IE        |            0 | PA      | $0.00          | 0.00%             | 2031-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                                      | Nidda Healthcare Holding AG 2025 EUR Repriced Term Loan B                        | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |      5695960 | PA      | $6767975.25    | 0.04%             | 2032-12-09      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| LERNEN BIDCO LIMITED                                             | Lernen Bidco Limited 2025 EUR Term Loan B3                                       | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2383927.61    | 0.01%             | 2029-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                             | Speedster Bidco GmbH 2025 EUR Repriced Term Loan B                               | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |            0 | PA      | $0.00          | 0.00%             | 2031-12-11      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK HOLDCO 4 LIMITED                                      | VMED O2 UK Holdco 4 Limited 2025 EUR Term Loan AE                                | CUSIP: 000000000<br>LEI: 213800ZRKYXK2SHQOW75 | Long             | LON              | CORP              | GB        |      1500000 | PA      | $1773579.27    | 0.01%             | 2033-01-31      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                                         | TALBOT PARTICIPATION SAS EUR REFINANCE TERM LOAN B                               | CUSIP: 000000000<br>LEI: 213800YELAANTUZKN615 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1190007.98    | 0.01%             | 2032-07-07      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AREAS WORLDWIDE SA                                               | Areas Worldwide SA 2025 EUR Repriced Term Loan B                                 | CUSIP: 000000000<br>LEI: 5493003QHT6ZHQO67865 | Long             | LON              | CORP              | FR        |      4133334 | PA      | $4868824.07    | 0.03%             | 2029-12-31      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | Cloud Software Group Inc 2025 EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      4558436 | PA      | $5329043.71    | 0.03%             | 2032-08-13      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SEASHELL BIDCO SL                                                | SEASHELL BIDCO SL EUR TERM LOAN B                                                | CUSIP: 000000000<br>LEI: 25490072ZDRSP47PO508 | Long             | LON              | CORP              | ES        |      3107143 | PA      | $3696862.01    | 0.02%             | 2032-12-17      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                                        | ZEGONA COMMUNICATIONS PLC 2026 EUR REPRICED TERM LOAN B                          | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |      1500000 | PA      | $1778948.90    | 0.01%             | 2029-07-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP                                            | BETCLIC EVEREST GROUP 2026 EUR TERM LOAN B                                       | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |     12219018 | PA      | $14477724.33   | 0.09%             | 2031-12-10      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| VDK GROEP BV                                                     | VDK GROEP BV 2026 EUR TERM LOAN B                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      1300000 | PA      | $1549136.89    | 0.01%             | 2032-02-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| VALEO F1 COMPANY LTD IRELAND                                     | VALEO F1 COMPANY LTD IRELAND 2026 EUR TERM LOAN B                                | CUSIP: 000000000<br>LEI: 259400O9OX5WFOBC8C47 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1182386.18    | 0.01%             | 2031-09-29      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SAPIENCIA BIDCO SLU                                              | SAPIENCIA BIDCO SLU EUR TERM LOAN B                                              | CUSIP: 000000000<br>LEI: 254900VIB4XRJKYIVZ64 | Long             | LON              | CORP              | ES        |      1300000 | PA      | $1544267.47    | 0.01%             | 2033-01-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1959000 | PA      | $1892736.83    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15931000 | PA      | $18643376.09   | 0.11%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1360000 | PA      | $1379720.00    | 0.01%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                         | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     10600000 | PA      | $10566614.45   | 0.06%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                          | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      6433000 | PA      | $6537490.58    | 0.04%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       970000 | PA      | $1302140.29    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                      | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6184059.06    | 0.04%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      6034000 | PA      | $7152399.21    | 0.04%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |       550000 | PA      | $643172.86     | 0.00%             | 2027-02-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                               | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      4400000 | PA      | $4720466.17    | 0.03%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| TELEFONICA EUROPE BV                                             | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2946503.22    | 0.02%             | 2027-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $3090520.97    | 0.02%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     35629000 | PA      | $42602356.42   | 0.26%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4915613.02    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                             | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      9176000 | PA      | $12051797.27   | 0.07%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                          | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   3765510000 | PA      | $12038257.86   | 0.07%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                         | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      5596000 | PA      | $6724569.69    | 0.04%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COFIROUTE SA                                                     | Cofiroute SA                                                                     | CUSIP: 000000000<br>LEI: 213800CP8292W9E8LJ69 | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $7488456.76    | 0.05%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                     | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      1100000 | PA      | $1250099.36    | 0.01%             | 2027-11-03      | Fixed         | 2.13%                 | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                                   | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $5323177.26    | 0.03%             | 2029-10-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       960000 | PA      | $1000800.00    | 0.01%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                                            | Premier Foods Finance PLC                                                        | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |      1028000 | PA      | $1397316.80    | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                           | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       575000 | PA      | $671447.77     | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6949000 | PA      | $8828690.77    | 0.05%             | 2032-03-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                                                | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      4143000 | PA      | $5640298.23    | 0.03%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      7400000 | PA      | $8749587.56    | 0.05%             | 2027-10-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       784000 | PA      | $870929.80     | 0.01%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                              | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $12079047.52   | 0.07%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     41592367 | PA      | $48660722.15   | 0.30%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28037000 | PA      | $34561997.56   | 0.21%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4163000 | PA      | $5037002.37    | 0.03%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 4.169300 23-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1786400 | OU      | $8926.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 4.198500 23-OCT-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       930000 | OU      | $13520.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 4.212000 27-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3654800 | OU      | $20207.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.952300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       478575 | OU      | $4784.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.922300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       478575 | OU      | $4504.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.987300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       957150 | OU      | $10220.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.844800 17-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2225600 | OU      | $18204.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.876800 01-APR-2031 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20000000 | OU      | $252182.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: INR 6.440500 18-SEP-2034 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    379218960 | OU      | $22748.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    668160000 | PA      | $11630196.28   | 0.07%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     15219000 | PA      | $21152893.12   | 0.13%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                          | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      3150012 | PA      | $3853831.69    | 0.02%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     16842000 | PA      | $20474447.31   | 0.12%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                      | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      2737000 | PA      | $3443301.58    | 0.02%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                          | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     14682590 | PA      | $19788453.26   | 0.12%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9202192.33    | 0.06%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     68363000 | PA      | $19113692.56   | 0.12%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      4445000 | PA      | $4502007.13    | 0.03%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.796300 05-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40191969 | OU      | $-2949.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 7.245000 25-SEP-2026 IBR                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   1912725939 | OU      | $10975.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.430000 03-OCT-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    160000000 | OU      | $454577.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 6.123000 18-DEC-2029 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    560722205 | OU      | $23213.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 6.116000 18-DEC-2029 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    560722205 | OU      | $21718.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 9.255000 18-NOV-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     62232445 | OU      | $69627.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 9.040000 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    129270327 | OU      | $416666.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | SWP: OIS 13.417500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |      2102903 | OU      | $-3541.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 14.030000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      8079225 | OU      | $60710.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.700000 06-JAN-2035 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34657000 | OU      | $-273306.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.415794 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1418429 | OU      | $-430.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.433293 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2860949 | OU      | $45510.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.500000 19-MAR-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    817825994 | OU      | $85871.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.650000 07-FEB-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     41508685 | OU      | $-104494.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 14.580000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      2841089 | OU      | $5225.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.550000 19-MAR-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    336356950 | OU      | $54993.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.470000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    338686018 | OU      | $22167.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.920000 26-FEB-2030 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    100000000 | OU      | $1405853.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.330000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      8079225 | OU      | $12164.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | FSWP: OIS 8.070000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   1912725939 | OU      | $10176.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.730000 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    232698379 | OU      | $29659.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.970000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35824884 | OU      | $-27887.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.627079 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4279378 | OU      | $39439.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.205000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25717710 | OU      | $-91397.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.305300 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12858092 | OU      | $-4157.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.047300 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17911382 | OU      | $-21414.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.182065 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1424368 | OU      | $-15432.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.182703 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       715195 | OU      | $-4396.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.425000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      4039374 | OU      | $9265.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | FSWP: OIS 8.400000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    956306318 | OU      | $4285.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.664700 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    116342298 | OU      | $17135.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.200000 04-JUN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17390477 | OU      | $13687.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.822500 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     49435000 | OU      | $38315.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.340000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     25866000 | OU      | $47267.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.790000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    135515323 | OU      | $4637.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.720000 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     46550975 | OU      | $7425.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.820000 27-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8914366 | OU      | $-7023.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 13.420000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     18431094 | OU      | $43570.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.780000 14-DEC-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13457190 | OU      | $-10290.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.815500 06-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16608488 | OU      | $-12919.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.772500 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     11014576 | OU      | $8416.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.823000 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19779973 | OU      | $15352.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.6245 18-NOV-2026 TII                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     24900496 | OU      | $8494.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.734500 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     93107463 | OU      | $11941.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.214801 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4280615 | OU      | $-40063.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | FSWP: OIS 8.610000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   1913280944 | OU      | $7551.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.208070 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1073933 | OU      | $-10377.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.310000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      4624070 | OU      | $7757.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.690000 26-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     31945028 | OU      | $5970.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | FSWP: OIS 8.690000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    480012126 | OU      | $1796.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.730000 24-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     47541000 | OU      | $26451.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.690000 30-JUL-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    312988000 | OU      | $144404.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.335000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      9232778 | OU      | $19650.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.490000 04-AUG-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     63783900 | OU      | $10438.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.670000 30-JUL-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     35820439 | OU      | $14930.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.293191 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2144311 | OU      | $-12495.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.808000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     69380904 | OU      | $37077.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.269700 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    168541811 | OU      | $5707.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.220000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12886639 | OU      | $-46326.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.030000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17951140 | OU      | $-19786.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | FSWP: OIS 8.635000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    958429133 | OU      | $3721.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.310000 26-AUG-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     75921721 | OU      | $9677.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.510000 21-AUG-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     42636920 | OU      | $2035.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.105000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10989734 | OU      | $9594.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.328759 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2552363 | OU      | $-8103.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.990000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21367172 | OU      | $-18939.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.812000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    140092291 | OU      | $-12642.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.720000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31548237 | OU      | $-10607.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | FSWP: OIS 8.730000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   1140814394 | OU      | $4154.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.185000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15338913 | OU      | $-53672.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.147500 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1682155 | OU      | $1929.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.485000 22-AUG-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6526252 | OU      | $-67.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.300000 27-AUG-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     11621030 | OU      | $1444.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.289856 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       390687 | OU      | $-1996.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.810300 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     21443356 | OU      | $-1918.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.719300 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4828959 | OU      | $-1620.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.184800 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2347864 | OU      | $-8214.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.963300 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3270584 | OU      | $-2427.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | FSWP: OIS 8.745000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    174619821 | OU      | $629.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.460000 26-AUG-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     45990325 | OU      | $-3361.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.285000 31-AUG-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     81892982 | OU      | $9839.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | FSWP: OIS 8.780000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   1230539655 | OU      | $4324.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.266362 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2753102 | OU      | $-17319.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.269300 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16545322 | OU      | $-61713.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.044082 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9265770 | OU      | $-45376.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.815300 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    151110574 | OU      | $-13863.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.719800 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     34029509 | OU      | $-11434.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.164500 17-SEP-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15604516 | OU      | $1398.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.284500 12-SEP-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8763348 | OU      | $-4230.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.308604 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       524602 | OU      | $-2275.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWP: OIS 8.795000 17-SEP-2026 IBR                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    234476401 | OU      | $815.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.080000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23236950 | OU      | $-80264.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | SWAP/CDSWAP/SCDS: (WLNFP)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |       891089 | OU      | $-144540.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.082000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23589025 | OU      | $-82077.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.097000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23589025 | OU      | $-86557.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (WLNFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |       908911 | OU      | $-147430.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.910000 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    438386599 | OU      | $300384.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 1.492000 17-DEC-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50084751 | OU      | $62443.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.040000 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96345143 | OU      | $-117093.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.145000 17-DEC-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1407861067 | OU      | $12869.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.230000 17-DEC-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    225515757 | OU      | $6803.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.023000 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     22364383 | OU      | $-48476.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.903000 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    145477060 | OU      | $97372.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.334790 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2932174 | OU      | $-9263.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.392500 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     28818953 | OU      | $84772.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.290000 03-OCT-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     48981524 | OU      | $-24506.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.590000 17-DEC-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    217444000 | OU      | $32938.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.645000 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20337215 | OU      | $2093.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: KRW 2.573000 17-DEC-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11373887832 | OU      | $-144021.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.225000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    148969028 | OU      | $303227.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.787500 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    518746134 | OU      | $211327.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.881500 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    770712204 | OU      | $-610791.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.530300 17-DEC-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    186799682 | OU      | $-34919.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.640500 17-DEC-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    675142979 | OU      | $-43880.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.040000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     69348155 | OU      | $204420.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.174500 17-DEC-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8131720054 | OU      | $88157.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.904500 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52561347 | OU      | $-80502.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.255700 17-DEC-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1216983966 | OU      | $40876.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 6.960500 19-OCT-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    310095900 | OU      | $-5292.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.160500 14-OCT-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    109946205 | OU      | $88655.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.577000 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    133328537 | OU      | $-48617.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: KRW 2.512000 17-DEC-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  69857228078 | OU      | $-970157.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 1.593000 17-DEC-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50084751 | OU      | $-47387.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.914300 17-DEC-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31171707 | OU      | $-17609.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 13.120000 02-JAN-2029 BZ                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    415000000 | OU      | $612664.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 6.919700 28-OCT-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    117490022 | OU      | $269.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.179500 23-OCT-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     53705321 | OU      | $-41622.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.179700 17-DEC-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1192205390 | OU      | $13282.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.237200 17-DEC-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    224158322 | OU      | $6976.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.658800 17-DEC-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77713381 | OU      | $-5904.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.548300 17-DEC-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     29606142 | OU      | $-6155.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.859300 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99803979 | OU      | $-73183.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.510000 17-DEC-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25006700 | OU      | $-4626.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.557500 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17672013 | OU      | $-8813.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: KRW 2.610000 17-DEC-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9341817587 | OU      | $-111347.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.275007 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3148169 | OU      | $-19939.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.900000 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20778651 | OU      | $-31322.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.015000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3231389 | OU      | $8502.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | SWAP/CDSWAP/SCDS: (WLNFP)                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |      6900000 | OU      | $-1119222.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.817500 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    145157385 | OU      | $69010.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.883000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    158199471 | OU      | $-38531.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.310000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  29600450579 | OU      | $-232503.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.360000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  16418561720 | OU      | $221591.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.370000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  29383669825 | OU      | $-222193.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.420000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  16370409184 | OU      | $212347.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | FSWP: OIS 9.540000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  58337438640 | OU      | $-392720.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | FSWP: OIS 9.540000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  32103721832 | OU      | $382725.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | FSWP: OIS 5.640000 18-DEC-2035 CLI                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    804440000 | OU      | $-2209.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | FSWP: OIS 4.440000 16-DEC-2027 CLI                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   2902458000 | OU      | $-4156.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 4.435000 17-DEC-2027 CLI                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  30195775000 | OU      | $-48866.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: GBP 4.450000 04-DEC-2055 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     39292900 | OU      | $-1233045.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    156975224 | OU      | $1287753.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | TRSWAP: LQD US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     50604075 | OU      | $-124683.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |      1927000 | OU      | $288032.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.228000 11-DEC-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    307090000 | OU      | $-39265.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.078000 12-DEC-2055 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    296000000 | OU      | $-6678751.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.077000 12-DEC-2055 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    296000000 | OU      | $6729714.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 3.591000 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2315452000 | OU      | $-160104.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.270000 05-DEC-2035 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    134181715 | OU      | $138114.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 3.592500 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2299446000 | OU      | $-154230.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.960000 15-DEC-2028 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    104726000 | OU      | $15276.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.837500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     17389313 | OU      | $-6133.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.293000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     29547815 | OU      | $84720.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.968700 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    154572730 | OU      | $121194.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.752800 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    106277565 | OU      | $-39469.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     11872788 | OU      | $122556.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     16024025 | OU      | $166297.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 3.604500 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3014890000 | OU      | $-152203.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.530000 03-JAN-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     23793970 | OU      | $-256.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.000000 28-DEC-2035 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6443411 | OU      | $-340.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.695000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8431781 | OU      | $-1679.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 12.900000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     14327232 | OU      | $13329.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 10.595000 18-MAR-2030 IB                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   3116149745 | OU      | $11287.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 10.780000 18-MAR-2028 IB                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   5633786037 | OU      | $-11256.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.432050 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1464528 | OU      | $1042.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.556000 18-MAR-2029 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11637634 | OU      | $-105.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.638000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8224213 | OU      | $-115.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.980000 18-MAR-2031 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    104278247 | OU      | $23.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.760000 18-MAR-2028 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    396152044 | OU      | $-2033.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.741000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     66327143 | OU      | $18029.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.490000 18-MAR-2028 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6868096 | OU      | $2532.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.686000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     47115130 | OU      | $-9233.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.777500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2645258 | OU      | $1064.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.160000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2981271 | OU      | $7107.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | FSWP: OIS 5.240000 18-MAR-2036 CLI                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    430411576 | OU      | $2659.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.234000 10-JAN-2036 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     14070503 | OU      | $11953.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | FSWP: OIS 10.670000 18-MAR-2030 IB                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | US        |   6804748524 | OU      | $20310.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | FSWP: OIS 11.000000 18-MAR-2028 IB                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | US        |  12302520854 | OU      | $-11697.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.784500 16-JAN-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     48419279 | OU      | $28155.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.165000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     31286436 | OU      | $75391.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.787500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     18412512 | OU      | $-7701.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.615000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17955806 | OU      | $-3079.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.534000 18-MAR-2029 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25408278 | OU      | $-2572.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.444683 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3198096 | OU      | $3447.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.716000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    149604735 | OU      | $32252.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.874700 18-MAR-2028 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    929642944 | OU      | $1313.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.072200 18-MAR-2031 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    227712820 | OU      | $2807.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.316300 18-MAR-2028 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     28697548 | OU      | $-306.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.670000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    108289426 | OU      | $-16672.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: KRW 3.265000 18-MAR-2029 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8226169453 | OU      | $448.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.482500 18-MAR-2028 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15998448 | OU      | $6538.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | FSWP: CLP 4.400000 18-MAR-2028 CLI                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   3021293230 | OU      | $-1885.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       746000 | PA      | $699002.00     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      8658000 | PA      | $8705968.78    | 0.05%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     13410000 | PA      | $12139402.50   | 0.07%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     19515914 | PA      | $1271344.83    | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       174000 | PA      | $203835.39     | 0.00%             | 2026-09-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP 2024 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1190600.65    | 0.01%             | 2031-07-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1191145.91    | 0.01%             | 2032-01-28      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Rain Carbon GmbH                                                 | Rain Carbon GmbH 2023 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900OO18PWCCZRYG63 | Long             | LON              | CORP              | DE        |      1808444 | PA      | $2134527.35    | 0.01%             | 2028-10-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |      1400000 | PA      | $1666094.14    | 0.01%             | 2030-04-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                        | Banijay Entertainment SAS 2025 EUR Term Loan B (2028)                            | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2380940.53    | 0.01%             | 2028-03-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                          | Biocon Biologics Global PLC                                                      | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |       790000 | PA      | $800270.00     | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: —       |
| EIRCOM FINCO S A R L                                             | Eircom Finco Sarl 2025 EUR Term Loan B6                                          | CUSIP: 000000000<br>LEI: 6354009LHESIJBCL1Y98 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1189000.43    | 0.01%             | 2032-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                              | Avianca Midco 2 PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       498421 | PA      | $506831.85     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Froneri Lux Finco Sarl                                           | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |      1500000 | PA      | $1776921.96    | 0.01%             | 2031-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                           | Froneri Lux Finco Sarl 2025 EUR Term Loan                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |      1627907 | PA      | $1932224.56    | 0.01%             | 2032-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                | Ineos Finance PLC 2024 EUR Term Loan B1                                          | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $1804694.70    | 0.01%             | 2031-02-07      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                    | INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B                      | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |      3000000 | PA      | $2543392.68    | 0.02%             | 2029-04-02      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                                  | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2374349.98    | 0.01%             | 2031-02-28      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $5993220.00    | 0.04%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                           | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      3000000 | PA      | $3176250.00    | 0.02%             | 2031-06-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Valeo F1 Company Limited (Ireland)                               | Valeo F1 Company Limited (Ireland) 2021 EUR Term Loan B                          | CUSIP: 000000000<br>LEI: 259400O9OX5WFOBC8C47 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2366621.50    | 0.01%             | 2028-09-29      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY CO ISSUE                                             | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       508000 | PA      | $490220.00     | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                          | Studio City Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      7211000 | PA      | $6979166.35    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      5103000 | PA      | $5093763.57    | 0.03%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      4359000 | PA      | $4658681.25    | 0.03%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: —       |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      2510000 | PA      | $2643030.00    | 0.02%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      9801812 | PA      | $10591593.00   | 0.06%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                                       | Cobham Ultra SeniorCo Sarl EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |            0 | PA      | $0.00          | 0.00%             | 2029-08-06      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                            | Breakwater Energy Holdings Sarl                                                  | CUSIP: 000000000<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      6024000 | PA      | $6295080.00    | 0.04%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                 | CSN Resources SA                                                                 | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |       519000 | PA      | $500606.64     | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                         | Eagle Funding Luxco Sarl                                                         | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |       771000 | PA      | $782565.00     | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                | MC Brazil Downstream Trading SARL                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       769337 | PA      | $681825.03     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                           | Stena International SA                                                           | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      2831000 | PA      | $2908632.50    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Radar Bidco Sarl                                                 | Radar Bidco Sarl 2025 EUR 1st Lien Term Loan B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      3000000 | PA      | $3557720.00    | 0.02%             | 2031-04-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                             | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1573000 | PA      | $1278672.82    | 0.01%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                 | Fugue Finance BV 2025 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 254900LPOM3DXTS8SI47 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2369632.29    | 0.01%             | 2032-01-09      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                          | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      2607215 | PA      | $2591571.39    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                              | Peer Holding III BV 2025 EUR Term Loan B7                                        | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |      2800000 | PA      | $3328238.70    | 0.02%             | 2031-11-26      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1301000 | PA      | $1250729.36    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       935000 | PA      | $651905.38     | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      4866000 | PA      | $4447524.00    | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1234000 | PA      | $1218575.00    | 0.01%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                         | Ziggo BV 2019 EUR Term Loan H                                                    | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |      3000000 | PA      | $3510957.96    | 0.02%             | 2029-01-31      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | 10Y RTR 3.270000 28-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -54278000 | OU      | $-35282.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P MXN C @17.95000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      -994704 | OU      | $-27691.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | 10Y RTP 3.960000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -175099000 | OU      | $-9274.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 30Y RTP 4.300000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    -38713000 | OU      | $-8267.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | 2Y RTP 4.000000 08-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -260459300 | OU      | $-1057337.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 1Y RTP 3.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -618590837 | OU      | $-295408.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 1Y RTR 3.000000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    618590837 | OU      | $305225.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 1Y RTR 2.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -618590837 | OU      | $-73921.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | 2Y RTP 4.500000 16-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -402864000 | OU      | $-859429.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD P ZAR C @16.70000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -40931000 | OU      | $-1473761.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD P ZAR C @16.35000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -40802000 | OU      | $-872101.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD P BRL C @5.250000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -40708000 | OU      | $-399345.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD P BRL C @5.290000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -53924000 | OU      | $-707267.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD P MXN C @17.95000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -40020000 | OU      | $-1114116.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD P MXN C @17.65000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -40708000 | OU      | $-636021.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD P ZAR C @16.00000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -33278000 | OU      | $-351249.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD C ZAR P @17.00000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |    -33278000 | OU      | $-157072.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | USD C BRL P @5.700000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |    -33656000 | OU      | $-96895.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | USD P BRL C @5.300000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -33656000 | OU      | $-515475.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | USD P MXN C @17.40000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |    -33656000 | OU      | $-285099.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | USD C MXN P @18.50000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -33656000 | OU      | $-78283.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD C CLP P @920.00 EO                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -23559000 | OU      | $-78804.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 2Y RTP 3.850000 21-OCT-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -630344000 | OU      | $-638235.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 30Y RTR 4.300000 23-APR-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    -39292900 | OU      | $-343300.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                     | AES Andes SA                                                                     | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      3644000 | PA      | $3762430.00    | 0.02%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                          | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      3719000 | PA      | $3981189.50    | 0.02%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                         | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      3221540 | PA      | $3027442.12    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                      | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |      1959000 | PA      | $1958804.10    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| COLOMBIA TELECOMUNICACIO                                         | Colombia Telecomunicaciones SA ESP                                               | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |       321000 | PA      | $300777.00     | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      6020000 | PA      | $5723093.60    | 0.03%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       935000 | PA      | $1001983.40    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                           | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      3581000 | PA      | $3631134.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                           | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      3036000 | PA      | $2966172.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     84400000 | PA      | $1470097.90    | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                           | Engie Energia Chile SA                                                           | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       895000 | PA      | $846468.63     | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                           | Bolivia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      3417000 | PA      | $3220095.38    | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                         | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      7839000 | PA      | $7595991.00    | 0.05%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                              | Fondo MIVIVIENDA SA                                                              | CUSIP: 000000000<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      3842000 | PA      | $3861210.00    | 0.02%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                             | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2937000 | PA      | $3023274.38    | 0.02%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GRUPO POSADAS SAB CV                                             | Grupo Posadas SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |       487973 | PA      | $487478.93     | 0.00%             | 2027-12-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                         | Industrias Penoles SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      2131000 | PA      | $2107026.25    | 0.01%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       545000 | PA      | $519385.00     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       512000 | PA      | $454656.00     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                 | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     13148000 | PA      | $4292594.52    | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                          | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      4003000 | PA      | $3751811.75    | 0.02%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      8639266 | PA      | $8681598.40    | 0.05%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                   | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       672000 | PA      | $656792.64     | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                   | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      2335000 | PA      | $2550754.00    | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| NICKEL INDUSTRIES LTD                                            | Nickel Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      1580000 | PA      | $1655050.00    | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding AS                                          | Sector Alarm Holding AS 2025 EUR Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |      1000000 | PA      | $1185645.89    | 0.01%             | 2029-06-14      | Floating      | 5.57%                 | No            |                  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        |      2000000 | PA      | $1819700.00    | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                           | SierraCol Energy Andina LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       855000 | PA      | $819731.25     | 0.01%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                             | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      1234000 | PA      | $1224745.00    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                             | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      1234000 | PA      | $1184640.00    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                                           | Azure Power Energy Ltd                                                           | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |      1431617 | PA      | $1424459.38    | 0.01%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                            | Clean Renewable Power Mauritius Pte Ltd                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      3465000 | PA      | $3394833.75    | 0.02%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                                   | Diamond II Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      5500000 | PA      | $5500000.00    | 0.03%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                         | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      3460000 | PA      | $3535324.20    | 0.02%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                           | India Cleantech Energy                                                           | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      4554000 | PA      | $4518114.48    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Platea BC Bidco AB                                               | Platea BC Bidco AB EUR Term Loan                                                 | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |      1666667 | PA      | $1987929.99    | 0.01%             | 2031-04-03      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Platea BC Bidco AB                                               | Platea BC Bidco AB EUR Delayed Draw Term Loan                                    | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |       333333 | PA      | $397585.99     | 0.00%             | 2031-04-03      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB 2025 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |      2000000 | PA      | $2380513.80    | 0.01%             | 2032-11-03      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                 | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B4                           | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |       974499 | PA      | $1161024.31    | 0.01%             | 2028-06-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                            | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      4500000 | PA      | $4466250.00    | 0.03%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| CONTINUUM ENERGY AURA                                            | Continuum Energy Aura Pte Ltd                                                    | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      4500000 | PA      | $4573125.00    | 0.03%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                            | GC Treasury Center Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      4455000 | PA      | $4504227.75    | 0.03%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                            | GC Treasury Center Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      3205000 | PA      | $3281118.75    | 0.02%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| HANWHA LIFE INSURANCE                                            | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |      3500000 | PA      | $3640000.00    | 0.02%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| MEDCO MAPLE TREE PTE LTD                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      3000000 | PA      | $3130500.00    | 0.02%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: —       |
| LG ELECTRONICS INC                                               | LG Electronics Inc                                                               | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |      1959000 | PA      | $1991519.40    | 0.01%             | 2027-04-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                               | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       768000 | PA      | $796800.00     | 0.00%             | 2030-02-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| FREEPORT INDONESIA PT                                            | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      3592000 | PA      | $3600620.80    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                            | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      3759000 | PA      | $3810780.23    | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                              | ReNew Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      3500000 | PA      | $3493000.00    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RENEW TREAS IFSC PVT LTD                                         | Renew Treasury Ifsc Pvt Ltd                                                      | CUSIP: 000000000<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      1975000 | PA      | $1982900.00    | 0.01%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                     | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       804000 | PA      | $838547.88     | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                             | THAIOIL TRSRY CENTER                                                             | CUSIP: 000000000<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      2515000 | PA      | $2525814.50    | 0.02%             | 2031-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                         | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      2772390 | PA      | $2892989.23    | 0.02%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VARANASI AURA NH-2 TOLL                                          | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd                                         | CUSIP: 000000000<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       703238 | PA      | $733476.71     | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (ARGID)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       143178 | OU      | $-107310.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | ICE: (ITRAXX.XO.42.V1)                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     10303573 | OU      | $1270614.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     14064930 | OU      | $-1292647.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    131082930 | OU      | $11732980.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** BlackRock ETF Trust II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer