# EDGAR Filing Document

**Accession Number:** 0000809173
**File Stem:** 0001410368-25-041605
**Filing Date:** 2025-12
**Character Count:** 378112
**Document Hash:** e166080b713a712b3b82a0c0e4fdd3a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-041605.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-041605

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS MULTIMARKET INCOME TRUST
- **CENTRAL INDEX KEY:** 0000809173

**ORGANIZATION NAME:**
- **EIN:** 046562226
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04975
- **FILM NUMBER:** 251595607

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS HIGH YIELD MARKETS TRUST
- **DATE OF NAME CHANGE:** 19870204

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS MULTIMARKET INCOME TRUST

- **b. Investment Company Act file number:** 811-04975

- **c. CIK number of Registrant:** 0000809173

- **d. LEI of Registrant:** WJEDYZGROW7MJ1187O21

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS MULTIMARKET INCOME TRUST

- **c. LEI of Series:** WJEDYZGROW7MJ1187O21

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $379922939.30

**Total Liabilities:** $100876381.07

**Net Assets:** $279046558.23

**Delayed Delivery Securities:** $2234205.04

**Cash Not Reported:** $452948.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -305.33000000 | **1-Year:** -5311.02000000 | **5-Year:** -29268.01000000 | **10-Year:** -40587.39000000 | **30-Year:** -14842.72000000

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

- **3-Month:** -923.57000000 | **1-Year:** -16219.62000000 | **5-Year:** -29904.77000000 | **10-Year:** -8500.62000000 | **30-Year:** -2026.13000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.31%                | 1.13%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $121285.69               | $3361466.81                                |
| Month 2  | $721646.50               | $1554150.39                                |
| Month 3  | $1204933.90              | $-1386994.25                               |

**Designated Index Information**

- **Index Name:** 50% BBG US HY 2% Issuer Cap, 20% JPM GBI-EM Gbl Div, 10% BBG US Gov/Mtge BI, 10% BBG US HY Corp BI, 10% FTSE WGBI non Dollar

- **Index Identifier:** 50% LF89TRUU, 20% JGENVUUG, 10% LUMSTRUU, 10% LF98TRUU, 10% SBNUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    451000 | PA      | $470608.67    | 0.17%             | 2034-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    368000 | PA      | $381169.48    | 0.14%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    621000 | PA      | $658924.76    | 0.24%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $421198.84    | 0.15%             | 2035-03-28      | Fixed         | 5.87%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                        | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457735.92    | 0.16%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    918000 | PA      | $899522.96    | 0.32%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    254000 | PA      | $258234.39    | 0.09%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    136000 | PA      | $137342.93    | 0.05%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226911.39    | 0.08%             | 2044-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $280519.31    | 0.10%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250319.40    | 0.09%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    644000 | PA      | $687363.57    | 0.25%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    401000 | PA      | $414539.36    | 0.15%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    311000 | PA      | $310450.28    | 0.11%             | 2031-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193254.57    | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $153452.05    | 0.05%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $153073.14    | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $672767.36    | 0.24%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    507000 | PA      | $525964.58    | 0.19%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    720000 | PA      | $675989.50    | 0.24%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                   | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    734000 | PA      | $753274.84    | 0.27%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    161000 | PA      | $166328.46    | 0.06%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    469000 | PA      | $481166.80    | 0.17%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    325000 | PA      | $324469.50    | 0.12%             | 2035-05-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    553000 | PA      | $367281.42    | 0.13%             | 2031-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1096806.65   | 0.39%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96758.80     | 0.03%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    473000 | PA      | $476236.28    | 0.17%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ALLIANZ SE                                              | Allianz SE                                                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $376575.64    | 0.13%             | 2027-10-30      | Fixed         | 3.20%                 | Yes           | 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        |    265000 | PA      | $264265.47    | 0.09%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $417406.44    | 0.15%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           | 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        |    394000 | PA      | $404041.88    | 0.14%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    458000 | PA      | $476876.85    | 0.17%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $253396.56    | 0.09%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    960000 | PA      | $886356.36    | 0.32%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    222559 | PA      | $226758.65    | 0.08%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    525978 | PA      | $514389.20    | 0.18%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | PA      | $147466.90    | 0.05%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $174604.80    | 0.06%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    660000 | PA      | $686865.30    | 0.25%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AMER SPORTS COMPANY                                     | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    467000 | PA      | $486124.58    | 0.17%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240713.61    | 0.09%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430605.62    | 0.15%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    356000 | PA      | $365647.87    | 0.13%             | 2033-03-27      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $552328.47    | 0.20%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    193000 | PA      | $186397.72    | 0.07%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    254000 | PA      | $258912.11    | 0.09%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    387000 | PA      | $400519.85    | 0.14%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $492483.88    | 0.18%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-13                                                 | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |    279391 | PA      | $280779.74    | 0.10%             | 2069-12-26      | Variable      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    331000 | PA      | $335761.76    | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248046.74    | 0.09%             | 2038-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    239000 | PA      | $246626.60    | 0.09%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599274.35    | 0.21%             | 2037-01-15      | Floating      | 7.23%                 | Yes           | 2                  | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584574.78    | 0.21%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    126000 | PA      | $123164.90    | 0.04%             | 2037-01-20      | Floating      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1047289 | PA      | $733625.94    | 0.26%             | 2035-07-09      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137116.97    | 0.05%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    387000 | PA      | $421076.51    | 0.15%             | 2030-08-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-B                                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38567 | PA      | $38868.23     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237650.10    | 0.09%             | 2053-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $120682.51    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80575.92     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVATION CAPITAL SA                                      | Avation Capital SA                                                               | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    626867 | PA      | $627053.14    | 0.22%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    388000 | PA      | $387793.39    | 0.14%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    271000 | PA      | $267489.51    | 0.10%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667574.71    | 0.24%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199485.72    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    759000 | PA      | $800192.45    | 0.29%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $211284.53    | 0.08%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    951379 | PA      | $42773.53     | 0.02%             | 2053-04-15      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6337029 | PA      | $402209.33    | 0.14%             | 2054-02-15      | Variable      | 1.57%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912949 | PA      | $45585.56     | 0.02%             | 2054-07-15      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    292000 | PA      | $266342.00    | 0.10%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                          | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $441057.41    | 0.16%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                 | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    126000 | PA      | $127101.28    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                            | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    535000 | PA      | $481222.87    | 0.17%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390025 | PA      | $388630.27    | 0.14%             | 2035-01-22      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $667006.60    | 0.24%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    796000 | PA      | $727779.57    | 0.26%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    368000 | PA      | $376999.07    | 0.14%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $622704.00    | 0.22%             | 2029-05-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    409000 | PA      | $373764.94    | 0.13%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    251000 | PA      | $257065.28    | 0.09%             | 2029-04-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    326000 | PA      | $341056.67    | 0.12%             | 2036-05-09      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    940000 | PA      | $1002147.94   | 0.36%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                  | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3584349 | PA      | $103916.37    | 0.04%             | 2054-04-15      | Variable      | 0.76%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                             | Bacardi Ltd                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $501033.70    | 0.18%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    437000 | PA      | $456665.00    | 0.16%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $154111.03    | 0.06%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    386000 | PA      | $351260.00    | 0.13%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    429000 | PA      | $439787.30    | 0.16%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust         | Bayview Financial Revolving Asset Trust 2005-E                                   | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185455 | PA      | $413494.19    | 0.15%             | 2040-12-28      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    486000 | PA      | $521801.68    | 0.19%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    496000 | PA      | $505130.27    | 0.18%             | 2029-02-08      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3983108 | PA      | $186347.32    | 0.07%             | 2054-02-15      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2024096 | PA      | $79431.19     | 0.03%             | 2054-03-15      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6877188 | PA      | $226655.59    | 0.08%             | 2054-06-15      | Variable      | 0.84%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6912861 | PA      | $341472.52    | 0.12%             | 2054-07-15      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8706405 | PA      | $344691.79    | 0.12%             | 2055-07-15      | Variable      | 0.64%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68213.01     | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    239000 | PA      | $216175.50    | 0.08%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    731000 | PA      | $743427.00    | 0.27%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    334000 | PA      | $343989.56    | 0.12%             | 2031-01-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    534000 | PA      | $530372.41    | 0.19%             | 2050-05-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $145737.18    | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    168000 | PA      | $175020.81    | 0.06%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $102457.69    | 0.04%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $267477.84    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $276121.33    | 0.10%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    403000 | PA      | $423048.46    | 0.15%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    594000 | PA      | $630664.00    | 0.23%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68858.91     | 0.02%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    204000 | PA      | $201257.42    | 0.07%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    405000 | PA      | $225287.48    | 0.08%             | 2050-06-18      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    423000 | PA      | $425769.81    | 0.15%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    254000 | PA      | $261641.84    | 0.09%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $185905.84    | 0.07%             | 2028-12-21      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $178939.08    | 0.06%             | 2031-06-21      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    594000 | PA      | $429053.88    | 0.15%             | 2034-12-21      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159507.12    | 0.06%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469656.45    | 0.17%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    294000 | PA      | $308685.89    | 0.11%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $472654.60    | 0.17%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126569 | PA      | $127391.58    | 0.05%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77829 | PA      | $80019.74     | 0.03%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1579386.93   | 0.57%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062000 | PA      | $995533.88    | 0.36%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1079307.62   | 0.39%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                 | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $307269.62    | 0.11%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $62139.27     | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    295000 | PA      | $247863.93    | 0.09%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1115479.11   | 0.40%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $580490.65    | 0.21%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $131157.60    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153777.78    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    493000 | PA      | $514023.99    | 0.18%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    393000 | PA      | $310474.03    | 0.11%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    192000 | PA      | $190884.97    | 0.07%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    596000 | PA      | $619673.12    | 0.22%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    311000 | PA      | $310241.60    | 0.11%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    764000 | PA      | $757252.46    | 0.27%             | 2035-09-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1008504 | PA      | $1122201.73   | 0.40%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                            | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |    244558 | PA      | $244159.37    | 0.09%             | 2034-04-25      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    691000 | PA      | $677306.66    | 0.24%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    437000 | PA      | $455272.53    | 0.16%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $488868.05    | 0.18%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $375793.63    | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $130014.66    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $128580.33    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $283232.41    | 0.10%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    633000 | PA      | $555464.40    | 0.20%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    443000 | PA      | $453345.87    | 0.16%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     66046 | PA      | $66412.72     | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    507325 | PA      | $521936.06    | 0.19%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    672000 | PA      | $425644.80    | 0.15%             | 2061-01-22      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CHOICE PROPERTIES REIT                                  | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |    639000 | PA      | $483654.50    | 0.17%             | 2031-02-28      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108489.57    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    408000 | PA      | $419446.26    | 0.15%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191260.96    | 0.07%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    321000 | PA      | $332774.28    | 0.12%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 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              | N/A       |    146000 | PA      | $149384.58    | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    337000 | PA      | $344412.27    | 0.12%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    640000 | PA      | $592664.77    | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    239000 | PA      | $244375.80    | 0.09%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151013.64    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    647000 | PA      | $679876.66    | 0.24%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    388000 | PA      | $388888.91    | 0.14%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    467000 | PA      | $467955.02    | 0.17%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    393000 | PA      | $393343.48    | 0.14%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAB1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     84065 | PA      | $84436.38     | 0.03%             | 2069-02-25      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    226210 | PA      | $227079.81    | 0.08%             | 2069-11-25      | Variable      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $407703.27    | 0.15%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    356000 | PA      | $359655.19    | 0.13%             | 2055-05-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                   | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    688000 | PA      | $624731.08    | 0.22%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $748461.47    | 0.27%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    543000 | PA      | $566368.55    | 0.20%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $143691.68    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $475356.00    | 0.17%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    344000 | PA      | $354320.00    | 0.13%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    351000 | PA      | $304084.42    | 0.11%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    438000 | PA      | $332929.63    | 0.12%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212226.27    | 0.08%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CORP ANDINA DE FOMENTO                                  | Corp Andina de Fomento                                                           | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $205214.70    | 0.07%             | 2030-06-17      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $205428.00    | 0.07%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242552.76    | 0.09%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    224000 | PA      | $233985.59    | 0.08%             | 2034-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $254837.02    | 0.09%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $457780.16    | 0.16%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Crest Ltd                                               | CREST 2004-1 Ltd                                                                 | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |   4586320 | PA      | $45.86        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $338090.08    | 0.12%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    361000 | PA      | $352824.62    | 0.13%             | 2027-09-10      | Fixed         | 1.55%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $392578.58    | 0.14%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                 | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $464849.19    | 0.17%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           | 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        |    627000 | PA      | $654417.46    | 0.23%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           | 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        |    268000 | PA      | $271889.48    | 0.10%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    253000 | PA      | $255376.89    | 0.09%             | 2031-08-04      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $205052.78    | 0.07%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $449045.61    | 0.16%             | 2029-01-10      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    332000 | PA      | $247691.36    | 0.09%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    397000 | PA      | $420404.34    | 0.15%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $225670.42    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $148386.61    | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    412000 | PA      | $433746.60    | 0.16%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $433364.91    | 0.16%             | 2029-06-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    747000 | PA      | $758541.15    | 0.27%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $482168.74    | 0.17%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    399000 | PA      | $358716.96    | 0.13%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $18086.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $3120.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-10950.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-56.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |         1 | NC      | $-14641.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $554.37       | 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      | $4127.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-17.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |         1 | NC      | $-1251.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |         1 | NC      | $-27.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $-753.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-542.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $132.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-6916.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-1459.76     | -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      | $61815.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |         1 | NC      | $-1078.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |         1 | NC      | $-11430.17    | -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      | $371455.54    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $-1061.94     | -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      | $-880.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $2435.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CH        |         1 | NC      | $-1324.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-6377.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-14.29       | -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      | $-22529.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-56807.96    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $22114.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $449.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-6378.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $249.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-232.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-10076.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |         1 | NC      | $-5364.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |         1 | NC      | $313.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $-2903.07     | -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      | $42896.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $543.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-23.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | IN        |         1 | NC      | $-162.19      | -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      | $6508.23      | 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      | $7265.65      | 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      | $7167.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $-9912.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |         1 | NC      | $-1342.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $-15166.49    | -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      | $7728.54      | 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      | $-5888.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    366000 | PA      | $402615.01    | 0.14%             | 2053-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100587.17    | 0.04%             | 2039-06-10      | Variable      | 6.63%                 | Yes           | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    805000 | PA      | $817799.50    | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    396000 | PA      | $389475.91    | 0.14%             | 2054-10-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    431243 | PA      | $445003.96    | 0.16%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    516194 | PA      | $568264.79    | 0.20%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    608000 | PA      | $609234.85    | 0.22%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $117326.35    | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    409000 | PA      | $417756.58    | 0.15%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           | 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        |    546000 | PA      | $561304.93    | 0.20%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                     | Emera US Finance LP                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $650344.89    | 0.23%             | 2031-06-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $593061.52    | 0.21%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    425000 | PA      | $447109.35    | 0.16%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    643000 | PA      | $636227.54    | 0.23%             | 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        |    202000 | PA      | $197056.96    | 0.07%             | 2031-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    397000 | PA      | $381048.90    | 0.14%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    289000 | PA      | $279189.00    | 0.10%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    273000 | PA      | $263515.04    | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    272000 | PA      | $272951.18    | 0.10%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    284000 | PA      | $254146.60    | 0.09%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $213366.80    | 0.08%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     55507 | PA      | $55775.85     | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           | 2                  | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169941 | PA      | $173115.77    | 0.06%             | 2041-07-05      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1052000 | PA      | $1083061.26   | 0.39%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    493000 | PA      | $510711.22    | 0.18%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180373.48    | 0.06%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                             | Export-Import Bank of India                                                      | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1366000 | PA      | $1355641.23   | 0.49%             | 2026-08-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    851000 | PA      | $823659.07    | 0.30%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    698000 | PA      | $710491.41    | 0.25%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    672000 | PA      | $489246.47    | 0.18%             | 2027-12-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $425307.05    | 0.15%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $463605.37    | 0.17%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    423000 | PA      | $429079.36    | 0.15%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                         | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518991.31    | 0.19%             | 2034-10-03      | Fixed         | 5.00%                 | 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        |    589000 | PA      | $545969.23    | 0.20%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $283922.51    | 0.10%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $344341.94    | 0.12%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    406000 | PA      | $325330.19    | 0.12%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    288000 | PA      | $291161.68    | 0.10%             | 2035-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122266.28    | 0.04%             | 2055-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    514000 | PA      | $532546.66    | 0.19%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $405000.00    | 0.15%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    281000 | PA      | $284594.90    | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203528.09    | 0.07%             | 2029-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    581000 | PA      | $581429.36    | 0.21%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    383000 | PA      | $407029.04    | 0.15%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136325.57    | 0.05%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    457000 | PA      | $479850.00    | 0.17%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    186000 | PA      | $197722.84    | 0.07%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505036.50    | 0.18%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $518473.56    | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $175044.24    | 0.06%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $237470.60    | 0.09%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $610487.40    | 0.22%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    399000 | PA      | $414245.79    | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 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        |    755000 | PA      | $788821.15    | 0.28%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    363000 | PA      | $370551.36    | 0.13%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $248465.10    | 0.09%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    481000 | PA      | $495208.74    | 0.18%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $231606.16    | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218727.33    | 0.08%             | 2030-10-23      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    495000 | PA      | $498356.75    | 0.18%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                              | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    521000 | PA      | $513749.05    | 0.18%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    388000 | PA      | $389911.39    | 0.14%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    289000 | PA      | $282950.80    | 0.10%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204998.17    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    564000 | PA      | $553453.20    | 0.20%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    420000 | PA      | $438480.00    | 0.16%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    617000 | PA      | $629967.00    | 0.23%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    359000 | PA      | $354733.71    | 0.13%             | 2035-11-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    236000 | PA      | $230185.25    | 0.08%             | 2055-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    347000 | PA      | $355063.38    | 0.13%             | 2031-03-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN ELEC CO                                        | Hawaiian Electric Co Inc                                                         | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379129.13    | 0.14%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $374396.07    | 0.13%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    228000 | PA      | $244382.03    | 0.09%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1014532.69   | 0.36%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    564000 | PA      | $519595.42    | 0.19%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246006.92    | 0.09%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122032.04    | 0.04%             | 2044-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    379000 | PA      | $283491.27    | 0.10%             | 2052-04-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    318000 | PA      | $198080.77    | 0.07%             | 2050-10-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179462.99    | 0.06%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    593000 | PA      | $619090.81    | 0.22%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285016.12    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    196000 | PA      | $202440.07    | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    531000 | PA      | $542982.45    | 0.19%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    970000 | PA      | $988787.42    | 0.35%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    333000 | PA      | $349933.54    | 0.13%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227288.21    | 0.08%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    286000 | PA      | $301619.38    | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    495000 | PA      | $511404.80    | 0.18%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| HYDRO ONE INC                                           | Hydro One Inc                                                                    | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |    728000 | PA      | $532700.52    | 0.19%             | 2035-01-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    228000 | PA      | $243604.05    | 0.09%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246537.80    | 0.09%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133723.63    | 0.05%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $852516.84    | 0.31%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| IAMGOLD CORP                                            | IAMGOLD Corp                                                                     | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    401000 | PA      | $399498.58    | 0.14%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $481704.00    | 0.17%             | 2029-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $204747.25    | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $461266.55    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                  | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $642711.94    | 0.23%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    594000 | PA      | $618858.90    | 0.22%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $248040.58    | 0.09%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    482000 | PA      | $470128.19    | 0.17%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    454000 | PA      | $453855.30    | 0.16%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415419.20    | 0.15%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    453000 | PA      | $472146.50    | 0.17%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    464000 | PA      | $463758.49    | 0.17%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    614000 | PA      | $613781.60    | 0.22%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    453000 | PA      | $463295.33    | 0.17%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $933796.80    | 0.33%             | 2032-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    173000 | PA      | $179454.63    | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280091.63    | 0.10%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235886.85    | 0.08%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    385000 | PA      | $402887.87    | 0.14%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    639000 | PA      | $566084.88    | 0.20%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    343000 | PA      | $357945.62    | 0.13%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    546000 | PA      | $553287.74    | 0.20%             | 2030-10-22      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    312000 | PA      | $327411.04    | 0.12%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1700369.50   | 0.61%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JAPAN TOBACCO INC                                       | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    566000 | PA      | $587395.14    | 0.21%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $328315.68    | 0.12%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $611683.09    | 0.22%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $166836.74    | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    388000 | PA      | $393495.38    | 0.14%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    881000 | PA      | $911076.04    | 0.33%             | 2030-04-07      | Fixed         | 5.63%                 | Yes           | 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        |    692000 | PA      | $724530.14    | 0.26%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                 | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    485000 | PA      | $454621.64    | 0.16%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    466000 | PA      | $488166.69    | 0.17%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    344000 | PA      | $336797.19    | 0.12%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    393000 | PA      | $328323.26    | 0.12%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    328000 | PA      | $318928.11    | 0.11%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                             | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    748000 | PA      | $746195.48    | 0.27%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           | 2                  | On Loan: No      |
| LFS TOPCO LLC                                           | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $481609.30    | 0.17%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    276000 | PA      | $283870.70    | 0.10%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    654000 | PA      | $638760.21    | 0.23%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129322.92    | 0.05%             | 2035-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    376000 | PA      | $355830.61    | 0.13%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    439000 | PA      | $459303.75    | 0.16%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    375703 | PA      | $336606.41    | 0.12%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    266522 | PA      | $272995.02    | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    243870 | PA      | $250552.77    | 0.09%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    626000 | PA      | $634795.30    | 0.23%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    418000 | PA      | $426036.90    | 0.15%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    433000 | PA      | $440998.57    | 0.16%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LoanCore Issuer, Ltd.                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $298550.25    | 0.11%             | 2042-08-17      | Floating      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                          | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    464500 | PA      | $463334.34    | 0.17%             | 2036-07-15      | Floating      | 6.15%                 | Yes           | 2                  | On Loan: No      |
| LOW INCOME INVESTMENT                                   | Low Income Investment Fund                                                       | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $182147.58    | 0.07%             | 2026-07-01      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| LOW INCOME INVESTMENT                                   | Low Income Investment Fund                                                       | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $472564.41    | 0.17%             | 2029-07-01      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    371000 | PA      | $392442.73    | 0.14%             | 2032-03-13      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    359000 | PA      | $363311.82    | 0.13%             | 2028-01-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    401500 | PA      | $401504.42    | 0.14%             | 2036-07-15      | Floating      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $745017.88    | 0.27%             | 2036-07-15      | Floating      | 6.65%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999086.40    | 0.36%             | 2036-07-16      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| M&T Bank Auto Receivables Trust                         | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139252 | PA      | $139547.10    | 0.05%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MFS Institutional Money Market Portfolio                | MFS Institutional Money Market Portfolio                                         | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |   7507577 | NS      | $7509078.29   | 2.69%             |  |  |  | No            | 1                  | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $470595.02    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $174968.90    | 0.06%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $380308.93    | 0.14%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 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        |    200000 | PA      | $200651.00    | 0.07%             | 2039-03-19      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100219.90    | 0.04%             | 2039-03-19      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328594 | PA      | $329343.19    | 0.12%             | 2039-03-19      | Floating      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    398000 | PA      | $405090.77    | 0.15%             | 2036-08-13      | Fixed         | 5.64%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $293508.06    | 0.11%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     86000 | PA      | $87019.55     | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33997.39     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $512128.33    | 0.18%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    333000 | PA      | $267309.09    | 0.10%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    255000 | PA      | $238114.22    | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    362000 | PA      | $317655.00    | 0.11%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $653968.73    | 0.23%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    490000 | PA      | $507130.91    | 0.18%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    218000 | PA      | $170290.79    | 0.06%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    405000 | PA      | $425634.75    | 0.15%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    251000 | PA      | $256404.12    | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    577000 | PA      | $592228.39    | 0.21%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    387000 | PA      | $393772.19    | 0.14%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    319000 | PA      | $314033.80    | 0.11%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    282000 | PA      | $259762.17    | 0.09%             | 2031-04-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    435000 | PA      | $380428.73    | 0.14%             | 2037-07-01      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119946.56    | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    371000 | PA      | $378068.66    | 0.14%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200833.79    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $179300.38    | 0.06%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $400629.91    | 0.14%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           | 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        |    480000 | PA      | $493801.44    | 0.18%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    362000 | PA      | $358093.44    | 0.13%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                      | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    341000 | PA      | $355117.41    | 0.13%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Michigan Finance Authority                              | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    605000 | PA      | $511235.53    | 0.18%             | 2040-12-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    529000 | PA      | $332105.04    | 0.12%             | 2050-06-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91211.52     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $566908.32    | 0.20%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $583799.69    | 0.21%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    689000 | PA      | $722420.63    | 0.26%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    145000 | PA      | $150111.98    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538429.82    | 0.19%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           | 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        |    162000 | PA      | $166285.22    | 0.06%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $491782.74    | 0.18%             | 2032-10-13      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    424000 | PA      | $432894.71    | 0.16%             | 2036-09-12      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1782676 | PA      | $79079.70     | 0.03%             | 2054-05-15      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2567811 | PA      | $98892.07     | 0.04%             | 2054-06-15      | Variable      | 1.14%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534159.20    | 0.19%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    489000 | PA      | $510166.84    | 0.18%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    312000 | PA      | $307776.26    | 0.11%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    256000 | PA      | $248654.44    | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    723000 | PA      | $720248.70    | 0.26%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    226000 | PA      | $231342.12    | 0.08%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    618000 | PA      | $627790.97    | 0.22%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    335000 | PA      | $344232.94    | 0.12%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    388000 | PA      | $390735.58    | 0.14%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    728000 | PA      | $740530.89    | 0.27%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    549000 | PA      | $564120.49    | 0.20%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    591000 | PA      | $561618.08    | 0.20%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| New Hampshire Business Finance Authority                | NATIONAL FIN AUTH NH UTL REV                                                     | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $375925.19    | 0.13%             | 2034-04-01      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $433336.02    | 0.16%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    601000 | PA      | $593487.50    | 0.21%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193045.56    | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| NEW FLYER HOLDINGS                                      | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $470609.33    | 0.17%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    521000 | PA      | $544835.23    | 0.20%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    407000 | PA      | $421170.93    | 0.15%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 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        |    254210 | PA      | $256744.50    | 0.09%             | 2065-05-25      | Variable      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286700.00    | 0.10%             | 2032-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    546000 | PA      | $518700.00    | 0.19%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    520000 | PA      | $501453.21    | 0.18%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    423000 | PA      | $413720.61    | 0.15%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    581000 | PA      | $597655.53    | 0.21%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    243000 | PA      | $242820.31    | 0.09%             | 2028-09-29      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    426000 | PA      | $452252.02    | 0.16%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    349000 | PA      | $357798.79    | 0.13%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    646000 | PA      | $694465.87    | 0.25%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $393489.33    | 0.14%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    576000 | PA      | $556749.39    | 0.20%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $288640.71    | 0.10%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    308000 | PA      | $319716.94    | 0.11%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    599000 | PA      | $623834.54    | 0.22%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    373000 | PA      | $392782.43    | 0.14%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $506127.00    | 0.18%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    285000 | PA      | $309512.47    | 0.11%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    513000 | PA      | $523865.34    | 0.19%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145345.08    | 0.05%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     76841 | PA      | $77357.90     | 0.03%             | 2063-11-25      | Variable      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     63949 | PA      | $64376.27     | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    244000 | PA      | $259028.45    | 0.09%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    475000 | PA      | $492769.04    | 0.18%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    452000 | PA      | $427315.51    | 0.15%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 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        |    635000 | PA      | $652522.19    | 0.23%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    351000 | PA      | $357237.60    | 0.13%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    296000 | PA      | $309181.47    | 0.11%             | 2031-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    513000 | PA      | $527547.65    | 0.19%             | 2029-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    600000 | PA      | $627185.72    | 0.22%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $379877.38    | 0.14%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| OPAL BIDCO                                              | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $261606.94    | 0.09%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    381000 | PA      | $285547.47    | 0.10%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174187.98    | 0.06%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    937000 | PA      | $927260.07    | 0.33%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    251000 | PA      | $258159.78    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    454000 | PA      | $454097.16    | 0.16%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    287000 | PA      | $302886.31    | 0.11%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    176000 | PA      | $183926.36    | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    569000 | PA      | $556941.19    | 0.20%             | 2053-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $515963.55    | 0.18%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126222.02    | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $92538.56     | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    944000 | PA      | $975602.29    | 0.35%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           | 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              | CORP              | US        |    514000 | PA      | $499225.53    | 0.18%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    598000 | PA      | $580163.33    | 0.21%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $245017.68    | 0.09%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    746000 | PA      | $760619.36    | 0.27%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155253.92    | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    311000 | PA      | $322524.73    | 0.12%             | 2032-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PEMBINA PIPELINE CORP                                   | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |    617000 | PA      | $425004.36    | 0.15%             | 2044-03-25      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1184430.94   | 0.42%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                 | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    554000 | PA      | $532286.41    | 0.19%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    388000 | PA      | $398358.82    | 0.14%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    333000 | PA      | $345471.85    | 0.12%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    142000 | PA      | $144475.20    | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    678000 | PA      | $683723.00    | 0.25%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    422000 | PA      | $433187.22    | 0.16%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    488000 | PA      | $369937.62    | 0.13%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    499000 | PA      | $498572.26    | 0.18%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    634000 | PA      | $525049.13    | 0.19%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    534000 | PA      | $551789.75    | 0.20%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    462000 | PA      | $482433.98    | 0.17%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    345000 | PA      | $363440.94    | 0.13%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    286000 | PA      | $258472.59    | 0.09%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $464430.76    | 0.17%             | 2034-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $284911.37    | 0.10%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    882000 | PA      | $855136.57    | 0.31%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    381000 | PA      | $385462.65    | 0.14%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    456000 | PA      | $468027.46    | 0.17%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    433000 | PA      | $431640.55    | 0.15%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    490000 | PA      | $454585.54    | 0.16%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $400827.24    | 0.14%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 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        |    706000 | PA      | $686577.35    | 0.25%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $296051.12    | 0.11%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    428000 | PA      | $435546.92    | 0.16%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    192000 | PA      | $197176.13    | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $205870.40    | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1014393.34   | 0.36%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    859000 | PA      | $885750.98    | 0.32%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $98757.41     | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    402000 | PA      | $342202.50    | 0.12%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $666265.76    | 0.24%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $264311.58    | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $385708.56    | 0.14%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $213415.78    | 0.08%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| SPX FLOW INC                                            | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    591000 | PA      | $604764.98    | 0.22%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    309000 | PA      | $319636.10    | 0.11%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    178000 | PA      | $188401.60    | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  10000000 | PA      | $277361.09    | 0.10%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    372000 | PA      | $383591.90    | 0.14%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1058239.81   | 0.38%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $386121.65    | 0.14%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    299000 | PA      | $320957.97    | 0.12%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $508530.98    | 0.18%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $419817.19    | 0.15%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $437712.92    | 0.16%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 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        |    160000 | PA      | $147342.22    | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    203000 | PA      | $220146.80    | 0.08%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    595000 | PA      | $613473.56    | 0.22%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58492.89     | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    264000 | PA      | $276313.49    | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    485000 | PA      | $497954.25    | 0.18%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    152000 | PA      | $153030.23    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    696000 | PA      | $689865.62    | 0.25%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    611000 | PA      | $611343.38    | 0.22%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181428.10    | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                                   | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    709000 | PA      | $655810.96    | 0.24%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    192000 | PA      | $182400.00    | 0.07%             | 2029-11-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    151000 | PA      | $142695.00    | 0.05%             | 2030-07-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    408000 | PA      | $449320.45    | 0.16%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $314502.30    | 0.11%             | 2030-06-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    363000 | PA      | $370614.32    | 0.13%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    410000 | PA      | $412017.20    | 0.15%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    511000 | PA      | $550906.00    | 0.20%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $311036.68    | 0.11%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    224000 | PA      | $231788.93    | 0.08%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153098.97    | 0.05%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    689000 | PA      | $723564.72    | 0.26%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1283409.55   | 0.46%             | 2032-10-15      | Fixed         | 5.75%                 | 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        |    576000 | PA      | $594912.02    | 0.21%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                              | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    731000 | PA      | $748996.49    | 0.27%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540117.70    | 0.19%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $822491.01    | 0.29%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SMURFIT KAPPA TREASURY                                  | Smurfit Kappa Treasury Funding DAC                                               | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $350028.29    | 0.13%             | 2025-11-20      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    622000 | PA      | $636085.19    | 0.23%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    147000 | PA      | $149630.71    | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    396000 | PA      | $399013.10    | 0.14%             | 2052-04-20      | Fixed         | 7.30%                 | 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        |    475000 | PA      | $510844.79    | 0.18%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    412000 | PA      | $408737.29    | 0.15%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    764000 | PA      | $774781.43    | 0.28%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254428.83    | 0.09%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    347000 | PA      | $315727.57    | 0.11%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    266000 | PA      | $233316.08    | 0.08%             | 2031-12-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381324.10    | 0.14%             | 2035-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    697000 | PA      | $734821.31    | 0.26%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    429000 | PA      | $441403.25    | 0.16%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123416.90    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396556.53    | 0.14%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    113000 | PA      | $119478.39    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $339236.36    | 0.12%             | 2038-03-15      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    382000 | PA      | $391721.62    | 0.14%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    238000 | PA      | $246497.37    | 0.09%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 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        |    854000 | PA      | $848852.17    | 0.30%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236783.85    | 0.08%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           | 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        |    124000 | PA      | $123046.45    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124726.45    | 0.04%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $277925.94    | 0.10%             | 2052-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TASEKO MINES LTD                                        | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $524401.95    | 0.19%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                | Telefonica Celular del Paraguay SA                                               | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    182000 | PA      | $181727.00    | 0.07%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MBV4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    912000 | PA      | $622257.69    | 0.22%             | 2031-11-13      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    422000 | PA      | $419631.02    | 0.15%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    589000 | PA      | $586824.74    | 0.21%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135262.13    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150022.56    | 0.05%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469780.73    | 0.17%             | 2032-10-07      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650022 | PA      | $133101.71    | 0.05%             | 2054-11-15      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                     | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205818.10    | 0.07%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| TOLL ROAD INV PART II                                   | Toll Road Investors Partnership II LP                                            | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $326051.09    | 0.12%             | 2027-02-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    566000 | PA      | $556716.52    | 0.20%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    309000 | PA      | $315095.64    | 0.11%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    861000 | PA      | $893901.39    | 0.32%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    302000 | PA      | $310209.87    | 0.11%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1006080.68   | 0.36%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $363014.05    | 0.13%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    449000 | PA      | $421646.47    | 0.15%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    181000 | PA      | $187796.19    | 0.07%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    143000 | PA      | $87913.29     | 0.03%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    192000 | PA      | $175191.38    | 0.06%             | 2030-09-30      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    381000 | PA      | $401390.36    | 0.14%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    521000 | PA      | $520614.93    | 0.19%             | 2026-01-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    540000 | PA      | $577256.60    | 0.21%             | 2034-05-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                            | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    308000 | PA      | $304724.23    | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    613000 | PA      | $649049.92    | 0.23%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    579000 | PA      | $523416.41    | 0.19%             | 2031-02-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    711000 | PA      | $636035.95    | 0.23%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    834000 | PA      | $824773.71    | 0.30%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    197000 | PA      | $199593.68    | 0.07%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $524429.65    | 0.19%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    651000 | PA      | $460493.24    | 0.17%             | 2050-02-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    736000 | PA      | $724592.00    | 0.26%             | 2032-04-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $276898.50    | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    408000 | PA      | $421668.00    | 0.15%             | 2032-07-02      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9432000 | PA      | $7051156.83   | 2.53%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4415000 | PA      | $4378783.23   | 1.57%             | 2054-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    256000 | PA      | $259480.00    | 0.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    291000 | PA      | $299730.00    | 0.11%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2063000 | PA      | $2088787.50   | 0.75%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580685.00    | 0.21%             | 2034-07-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $462347.38    | 0.17%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $334338.85    | 0.12%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    966000 | PA      | $580394.20    | 0.21%             | 2050-10-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    304000 | PA      | $312950.98    | 0.11%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $618797.03    | 0.22%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  11700000 | PA      | $298655.96    | 0.11%             | 2031-05-21      | Fixed         | 8.25%                 | 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        |    736000 | PA      | $760170.24    | 0.27%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                       | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |    388000 | PA      | $419495.04    | 0.15%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           | 2                  | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    461000 | PA      | $480780.13    | 0.17%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    176000 | PA      | $193547.02    | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    664000 | PA      | $695508.79    | 0.25%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    464000 | PA      | $491427.50    | 0.18%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    624000 | PA      | $576908.78    | 0.21%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    441000 | PA      | $454285.13    | 0.16%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    597000 | PA      | $612901.69    | 0.22%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    542000 | PA      | $583334.55    | 0.21%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    622000 | PA      | $581362.13    | 0.21%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    464000 | PA      | $482874.59    | 0.17%             | 2030-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $197749.47    | 0.07%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD                                           | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    511000 | PA      | $495345.89    | 0.18%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    419000 | PA      | $420409.94    | 0.15%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    356000 | PA      | $361897.71    | 0.13%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    656000 | PA      | $655353.84    | 0.23%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    473000 | PA      | $422187.60    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VIRTUSA CORP                                            | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316580.72    | 0.11%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    207000 | PA      | $211799.20    | 0.08%             | 2054-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    271000 | PA      | $265823.51    | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    337000 | PA      | $321451.76    | 0.12%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    263000 | PA      | $251594.43    | 0.09%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WSP GLOBAL INC                                          | WSP Global Inc                                                                   | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $537516.88    | 0.19%             | 2030-11-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    550000 | PA      | $484724.63    | 0.17%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $463578.91    | 0.17%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| LTRI HOLDINGS, LP                                       | LTRI HOLDINGS, LP                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $77901.20     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $416055.84    | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    437000 | PA      | $407425.41    | 0.15%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    366000 | PA      | $378803.37    | 0.14%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2258026 | PA      | $130585.04    | 0.05%             | 2054-04-15      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1918861 | PA      | $118426.33    | 0.04%             | 2054-08-15      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    561000 | PA      | $589294.60    | 0.21%             | 2034-03-11      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| WHITE CAP BUYER LLC                                     | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    671000 | PA      | $671006.52    | 0.24%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    477000 | PA      | $482510.53    | 0.17%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    394000 | PA      | $393195.41    | 0.14%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $203208.04    | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $742795.58    | 0.27%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    684000 | PA      | $672310.10    | 0.24%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           | 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        |    510000 | PA      | $509857.17    | 0.18%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           | 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        |    133000 | PA      | $142825.11    | 0.05%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1524000 | PA      | $1522527.66   | 0.55%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $204566.75    | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    637000 | PA      | $622687.18    | 0.22%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    399000 | PA      | $417464.52    | 0.15%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    122000 | PA      | $128004.60    | 0.05%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190514.79    | 0.07%             | 2034-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60175.31     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    616000 | PA      | $638392.83    | 0.23%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    477000 | PA      | $506783.40    | 0.18%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1037000 | PA      | $917618.93    | 0.33%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |  66000000 | PA      | $517997.30    | 0.19%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |   1152000 | PA      | $1244155.37   | 0.45%             | 2030-03-18      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    491000 | PA      | $483924.74    | 0.17%             | 2028-05-09      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    406000 | PA      | $427326.41    | 0.15%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RICHEMONT INTERNATIONAL                                 | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $184767.14    | 0.07%             | 2040-05-26      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384087.82    | 0.14%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| MAXEDA DIY HOLDING BV                                   | Maxeda DIY Holding BV                                                            | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $214349.26    | 0.08%             | 2026-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS BV                                   | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $141449.83    | 0.05%             | 2040-12-04      | Fixed         | 0.93%                 | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $692152.11    | 0.25%             | 2051-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $112104.20    | 0.04%             | 2033-03-03      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $651325.67    | 0.23%             | 2036-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| QatarEnergy                                             | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    355000 | PA      | $277024.25    | 0.10%             | 2041-07-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UNICAJA BANCO SA                                        | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $464292.05    | 0.17%             | 2026-11-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SAGE GROUP PLC/THE                                      | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $328175.94    | 0.12%             | 2034-02-08      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                          | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $117909.31    | 0.04%             | 2030-07-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                          | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |    447000 | PA      | $527054.60    | 0.19%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    498000 | PA      | $612486.08    | 0.22%             | 2029-03-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   8800000 | PA      | $1337993.24   | 0.48%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    554000 | PA      | $569164.51    | 0.20%             | 2034-01-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $228992.16    | 0.08%             | 2036-02-14      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PLUXEE NV                                               | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $348391.60    | 0.12%             | 2032-09-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $407349.72    | 0.15%             | 2032-03-05      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $317344.63    | 0.11%             | 2032-04-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $125044.34    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   1732000 | PA      | $1995691.16   | 0.72%             | 2054-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    233000 | PA      | $287666.29    | 0.10%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $308640.10    | 0.11%             | 2031-07-31      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $258863.01    | 0.09%             | 2034-05-22      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $109548.48    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    408000 | PA      | $409197.93    | 0.15%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   3400000 | PA      | $3958513.82   | 1.42%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| MBANK SA                                                | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    400000 | PA      | $471177.34    | 0.17%             | 2030-09-27      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    853000 | PA      | $852849.58    | 0.31%             | 2054-10-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |    435000 | PA      | $512212.34    | 0.18%             | 2029-10-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |    178000 | PA      | $235338.22    | 0.08%             | 2036-10-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    538000 | PA      | $559444.03    | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                                          | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114487.15    | 0.04%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $327893.94    | 0.12%             | 2035-11-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $377243.83    | 0.14%             | 2029-11-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118661.50    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $393581.05    | 0.14%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    420000 | PA      | $484414.65    | 0.17%             | 2036-01-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $197679.97    | 0.07%             | 2055-01-23      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| HEIMSTADEN AB                                           | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |    258000 | PA      | $311396.90    | 0.11%             | 2030-01-29      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    220000 | PA      | $239262.21    | 0.09%             | 2045-02-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    542000 | PA      | $572518.04    | 0.21%             | 2035-01-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $397316.85    | 0.14%             | 2035-08-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    638000 | PA      | $699178.92    | 0.25%             | 2037-02-10      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $561180.92    | 0.20%             | 2037-02-18      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    171000 | PA      | $202679.60    | 0.07%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| FASTIGHETS AB BALDER                                    | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |    440000 | PA      | $510355.29    | 0.18%             | 2032-02-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $248714.81    | 0.09%             | 2033-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                                     | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $248740.49    | 0.09%             | 2035-03-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $287062.94    | 0.10%             | 2032-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CEZ AS                                                  | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    370000 | PA      | $435523.44    | 0.16%             | 2033-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $255284.54    | 0.09%             | 2032-05-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ALLIANDER NV                                            | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $332770.21    | 0.12%             | 2037-05-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTI DI ROMA SPA                                   | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $489940.47    | 0.18%             | 2032-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    199000 | PA      | $224861.84    | 0.08%             | 2054-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $244864.75    | 0.09%             | 2044-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    280000 | PA      | $329646.94    | 0.12%             | 2038-05-09      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE CO SA                                   | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $349269.12    | 0.13%             | 2032-05-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    110000 | PA      | $127026.91    | 0.05%             | 2045-05-19      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SHURGARD LUXEMBOURG                                     | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $350129.29    | 0.13%             | 2035-05-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AVIVA PLC                                               | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $259692.24    | 0.09%             | 2056-08-28      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $387752.01    | 0.14%             | 2032-05-30      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CESKE DRAHY                                             | Ceske Drahy AS                                                                   | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |    209000 | PA      | $247284.66    | 0.09%             | 2030-07-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    320000 | PA      | $424175.69    | 0.15%             | 2031-06-04      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                                            | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $354154.24    | 0.13%             | 2036-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                                    | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $483161.13    | 0.17%             | 2035-06-03      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1381000 | PA      | $1599485.43   | 0.57%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| INFORMA PLC                                             | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $267221.62    | 0.10%             | 2031-06-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    270000 | PA      | $316437.91    | 0.11%             | 2035-06-10      | Fixed         | 3.73%                 | 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              | N/A       |    279000 | PA      | $328020.42    | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3200000 | PA      | $1002862.01   | 0.36%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| SNB FUNDING LTD                                         | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    513000 | PA      | $527686.86    | 0.19%             | 2035-06-24      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $577132.05    | 0.21%             | 2035-06-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1110000 | PA      | $1284297.63   | 0.46%             | 2035-07-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    434000 | PA      | $511812.25    | 0.18%             | 2032-07-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                | Arqiva Broadcast Finance PLC                                                     | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |    372000 | PA      | $507478.43    | 0.18%             | 2030-07-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    277000 | PA      | $324763.23    | 0.12%             | 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        |    161000 | PA      | $190736.27    | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    509000 | PA      | $596767.09    | 0.21%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    460000 | PA      | $530284.51    | 0.19%             | 2032-07-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $193269.25    | 0.07%             | 2035-07-15      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |   5600000 | PA      | $6452439.12   | 2.31%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $200226.69    | 0.07%             | 2033-07-16      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    127000 | PA      | $151682.87    | 0.05%             | 2037-07-16      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| TERNA RETE ELETTRICA                                    | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $483499.12    | 0.17%             | 2031-07-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    440000 | PA      | $520214.52    | 0.19%             | 2036-07-23      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| EL CORTE INGLES SA                                      | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114621.79    | 0.04%             | 2033-07-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $356601.43    | 0.13%             | 2037-08-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                  | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    330000 | PA      | $383714.08    | 0.14%             | 2033-02-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL NV                                       | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $380612.97    | 0.14%             | 2035-09-03      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $256219.01    | 0.09%             | 2034-09-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $855296.66    | 0.31%             | 2035-09-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                                | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $726978.42    | 0.26%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| LEGAL & GENERAL GROUP                                   | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $291303.49    | 0.10%             | 2055-09-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ASSA ABLOY AB                                           | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |    210000 | PA      | $245691.47    | 0.09%             | 2032-09-09      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| ARKEMA                                                  | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $344996.03    | 0.12%             | 2033-09-09      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                 | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $231652.69    | 0.08%             | 2033-09-08      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CBQ FINANCE LTD                                         | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $701521.95    | 0.25%             | 2030-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    160000 | PA      | $189273.62    | 0.07%             | 2031-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231124.55    | 0.08%             | 2032-01-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $173545.87    | 0.06%             | 2034-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    389000 | PA      | $454941.39    | 0.16%             | 2034-03-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    480000 | PA      | $551662.01    | 0.20%             | 2035-09-26      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                            | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231208.69    | 0.08%             | 2037-09-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL BV                                        | America Movil BV                                                                 | CUSIP: 000000000<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $578415.49    | 0.21%             | 2030-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                             | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $630037.76    | 0.23%             | 2034-05-03      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| P3 GROUP SARL                                           | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $195401.47    | 0.07%             | 2033-04-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ELIA TRANSMISSION BE                                    | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $230408.76    | 0.08%             | 2035-10-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $506477.29    | 0.18%             | 2032-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |    220000 | PA      | $253174.20    | 0.09%             | 2032-11-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $346321.16    | 0.12%             | 2033-11-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                                        | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $573499.88    | 0.21%             | 2033-02-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNILEVER CAPITAL CORP                                   | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    560000 | PA      | $639755.11    | 0.23%             | 2032-10-31      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -73 | NC      | $-42245.90    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -53 | NC      | $-22929.42    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -14 | NC      | $-27490.33    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         3 | NC      | $6045.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -40 | NC      | $-169604.17   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -16 | NC      | $6249.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -78 | NC      | $-92271.32    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT DEC25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -167 | NC      | $-7752.37     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -37 | NC      | $-169672.96   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        28 | NC      | $71020.01     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        11 | NC      | $-3219.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -126 | NC      | $4189.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $403265.91    | 0.14%             | 2037-10-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    802000 | PA      | $929638.92    | 0.33%             | 2030-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |   1123000 | PA      | $1258285.16   | 0.45%             | 2028-10-09      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| PETRA DIAMONDS US TREAS                                 | Petra Diamonds US Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |    263919 | PA      | $150457.04    | 0.05%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                      | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |      7000 | NS      | $3080.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |   3760000 | PA      | $4446842.32   | 1.59%             | 2028-12-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  24500000 | PA      | $1414239.85   | 0.51%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                         | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | CA        |        -0 | NS      | $-0.01        | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| EURO CURRENCY                                           | EURO CURRENCY                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |       557 | NS      | $642.18       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    547612 | PA      | $564040.88    | 0.20%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $1019245.97   | 0.37%             | 2026-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| POUND STERLING                                          | POUND STERLING                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | GB        |        11 | NS      | $14.37        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SOUTH KOREAN WON                                        | SOUTH KOREAN WON                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | KR        |       312 | NS      | $0.22         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| NEW ZEALAND DOLLAR                                      | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | NZ        |         0 | NS      | $0.01         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Exchange traded                                         | CS100182 MFS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | LU        |  50740000 | NC      | $104815.90    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Exchange traded                                         | CS100183 MFS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | AU        | -50740000 | NC      | $-59173.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Exchange traded                                         | CS100190 MFS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  12780000 | NC      | $12540.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    591000 | PA      | $660442.50    | 0.24%             | 2054-11-13      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1049000 | PA      | $1003893.00   | 0.36%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PERU LNG SRL                                            | Peru LNG Srl                                                                     | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    785355 | PA      | $758151.74    | 0.27%             | 2030-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    450126 | PA      | $450120.46    | 0.16%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $343229.92    | 0.12%             | 2048-05-08      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    320000 | PA      | $320695.58    | 0.11%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-12-02

**Name of Applicant:** MFS MULTIMARKET INCOME TRUST

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer