# EDGAR Filing Document

**Accession Number:** 0000834237
**File Stem:** 0002071691-26-015449
**Filing Date:** 2026-6
**Character Count:** 1585391
**Document Hash:** 60d1ce1231ea81f414ce952d7104fa25
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015449.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015449

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK GLOBAL ALLOCATION FUND, INC.
- **CENTRAL INDEX KEY:** 0000834237

**ORGANIZATION NAME:**
- **EIN:** 222937779
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05576
- **FILM NUMBER:** 261124725

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH GLOBAL ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH GLOBAL INCOME FUND INC
- **DATE OF NAME CHANGE:** 19890706

## Series and Classes Contracts Data

### BLACKROCK GLOBAL ALLOCATION FUND, INC. (Series ID: S000002245)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000005790 | Investor A    |  |
| C000005792 | Investor C    |  |
| C000005793 | Institutional |  |
| C000005794 | Class R       |  |
| C000172904 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Global Allocation Fund, Inc.

- **b. Investment Company Act file number:** 811-05576

- **c. CIK number of Registrant:** 0000834237

- **d. LEI of Registrant:** 32P8B6BZ084LSNAF2753

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Global Allocation Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002245

- **c. LEI of Series:** 32P8B6BZ084LSNAF2753

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**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:** $17875926521.81

**Total Liabilities:** $641570944.50

**Net Assets:** $17234355577.31

**Amount of Assets Invested in Other Investment Companies:** $264946669.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 63226.09000000 | **1-Year:** 22897.36000000 | **5-Year:** 287338.51000000 | **10-Year:** 120691.97000000 | **30-Year:** 36705.24000000

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

- **3-Month:** 458184.62000000 | **1-Year:** 565004.81000000 | **5-Year:** 2292608.33000000 | **10-Year:** 600052.98000000 | **30-Year:** -314245.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005790 | 1.30%                | -6.18%               | 6.49%                |
| Class ID C000005792 | 1.20%                | -6.21%               | 6.39%                |
| Class ID C000005793 | 1.29%                | -6.12%               | 6.47%                |
| Class ID C000005794 | 1.26%                | -6.16%               | 6.45%                |
| Class ID C000172904 | 1.29%                | -6.12%               | 6.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $327652758.96            | $-235922117.27                             |
| Month 2  | $-4100971.74             | $-918364363.87                             |
| Month 3  | $91486210.70             | $953224689.74                              |

**Designated Index Information**

- **Index Name:** 36% S&P 500 24% FTSE World (ex.US) 24% ICE BofA/ML Cur 5-yr US Treasury 16% FTSE Non-USD WGBI

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABRA Global Finance                                                       | ABRA Global Finance                                                                                                           | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |       676640 | PA      | $630966.80     | 0.00%             | 2029-10-22      | Fixed         | 14.00%                | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |        84000 | PA      | $80783.85      | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98514.73      | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                  | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       350000 | PA      | $368812.50     | 0.00%             | 2055-06-10      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       203000 | PA      | $198036.28     | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| AMC Global Media, Inc.                                                    | AMC Global Media, Inc., Class A                                                                                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        90448 | NS      | $767903.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Global Media, Inc.                                                    | AMC Global Media, Inc.                                                                                                        | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      4079000 | PA      | $3582086.84    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMC Global Media, Inc.                                                    | AMC Global Media, Inc.                                                                                                        | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      2907000 | PA      | $2903366.25    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMC Global Media, Inc.                                                    | AMC Global Media, Inc.                                                                                                        | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       116000 | PA      | $119580.81     | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5880000 | PA      | $5872268.98    | 0.03%             | 2029-12-17      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| APLD ComputeCo LLC                                                        | APLD ComputeCo LLC                                                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $150483.88     | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $200135.82     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       168007 | NS      | $35503239.24   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97852.54      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |        48000 | PA      | $49098.82      | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                  | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101552.36     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       152000 | PA      | $149752.19     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Adapthealth LLC                                                           | AdaptHealth LLC                                                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $87150.22      | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $101740.00     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |        87000 | PA      | $88996.13      | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        27862 | NS      | $6856838.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93798.85      | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103157.60     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        86431 | NS      | $30638925.19   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                                           | Advanced Drainage Systems, Inc.                                                                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        18880 | NS      | $2817840.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101569.37     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                                                           | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |        49000 | PA      | $51190.15      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class A                                                                    | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4112420 | PA      | $4115200.44    | 0.02%             | 2030-10-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class B                                                                    | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1021000 | PA      | $1022301.47    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Affirm Asset Securitization Trust                                         | Affirm Asset Securitization Trust, Series 2025-X2, Class C                                                                    | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       367000 | PA      | $367376.32     | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       128106 | NS      | $14802648.30   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5740000 | PA      | $5804331.62    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       134921 | NS      | $18937511.56   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        26858 | NS      | $2765836.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                             | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16935312 | PA      | $14838815.31   | 0.09%             | 2060-12-25      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A2                                                                             | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3304099 | PA      | $2522187.28    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class M1                                                                             | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1331929 | PA      | $951237.45     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class B1                                                                             | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2183561 | PA      | $1525292.91    | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Albemarle Corp.                                                           | Albemarle Corp.                                                                                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        31976 | NS      | $6289679.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       228000 | PA      | $217429.81     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100887.20     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98000 | PA      | $97455.59      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        33000 | PA      | $32555.03      | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| British Land Co. plc (The)                                                | British Land Co. plc (The)                                                                                                    | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |       293125 | NS      | $1551061.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alcoa Nederland Holding BV                                                | Alcoa Nederland Holding BV                                                                                                    | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $205815.16     | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Alexander Funding Trust II                                                | Alexander Funding Trust II                                                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2591000 | PA      | $2726905.85    | 0.02%             | 2028-07-31      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                      | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       547037 | NS      | $2554662.79    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        64914 | NS      | $8560858.32    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      4238000 | PA      | $6117553.00    | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       199000 | PA      | $207253.92     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Diploma plc                                                               | Diploma plc                                                                                                                   | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |        76064 | NS      | $7198649.11    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       214000 | PA      | $209779.24     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       151000 | PA      | $154109.54     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $73694.18      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198452.69     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       235000 | PA      | $241780.08     | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        88000 | PA      | $87842.37      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126286000 | PA      | $114937479.10  | 0.67%             | 2056-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        53000 | PA      | $54719.91      | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49235.95      | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| Alpek SAB de CV                                                           | Alpek SAB de CV                                                                                                               | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       585000 | PA      | $508599.00     | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56331.33      | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       147000 | PA      | $145995.20     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1273221 | NS      | $486294028.74  | 2.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       189929 | NS      | $13798341.85   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1116886 | NS      | $296041803.16  | 1.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |        53000 | PA      | $54860.82      | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        16602 | NS      | $1886817.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       118000 | PA      | $119583.44     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                      | American Airlines Pass-Through Trust, Series 2025-1, Class B                                                                  | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1994000 | PA      | $1982336.10    | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       225000 | PA      | $219673.72     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| American National Group, Inc.                                             | American National Group, Inc.                                                                                                 | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |        95000 | PA      | $92836.74      | 0.00%             | 2055-12-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                                                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      2338950 | NS      | $65054527.61   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       765040 | NS      | $45056901.03   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       175000 | PA      | $186858.70     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       157000 | PA      | $151834.67     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       174885 | NS      | $25755313.95   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         5001 | NS      | $2011702.26    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                             | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                                                    | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $730878.92     | 0.00%             | 2037-07-22      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                                             | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                                                                     | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750821.33     | 0.00%             | 2038-02-15      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       687000 | PA      | $657459.00     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                                                            | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       636000 | PA      | $675750.00     | 0.00%             | 2037-03-31      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                                                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       225672 | NS      | $8859882.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        28674 | NS      | $10793467.08   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       108000 | PA      | $107985.44     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99802.26      | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| APA Corp.                                                                 | APA Corp.                                                                                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       708819 | NS      | $28870197.87   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| APLD ComputeCo 2 LLC                                                      | APLD ComputeCo 2 LLC                                                                                                          | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99005.53      | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1338337 | NS      | $363157744.95  | 2.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |         6990 | NS      | $2757485.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp., Class A                                                                                                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        19572 | NS      | $8735962.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       655000 | PA      | $596443.00     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       768000 | PA      | $613766.40     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       513000 | PA      | $552300.93     | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                               | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                         | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650416 | PA      | $1359833.86    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        52078 | NS      | $3881894.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Arches Buyer, Inc.                                                        | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       120000 | PA      | $117438.84     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                                                          | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |       120000 | PA      | $123474.84     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |        21000 | PA      | $21811.88      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Arcos Dorados BV                                                          | Arcos Dorados BV                                                                                                              | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |       472000 | PA      | $491890.08     | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      7996000 | PA      | $7175610.40    | 0.04%             | 2030-12-01      | Variable      | 12.00%                | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       317000 | PA      | $296684.80     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $204176.30     | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       727618 | PA      | $627934.61     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       661000 | PA      | $493106.00     | 0.00%             | 2035-07-09      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc.                                                                                                            | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |        80000 | PA      | $84728.48      | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       160742 | NS      | $27761750.82   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Armenia                                                       | Republic of Armenia                                                                                                           | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       451000 | PA      | $472084.25     | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104544.30     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |        29000 | PA      | $31372.49      | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56438.68      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97320.92      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       139000 | PA      | $139177.50     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1294000 | PA      | $1269650.28    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                                                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       113413 | NS      | $4308862.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      3583000 | PA      | $2876557.81    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                                                       | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1630000 | PA      | $1632523.08    | 0.01%             | 2042-08-15      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        30007 | NS      | $7111659.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        22014 | NS      | $4665647.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         5127 | NS      | $18990561.81   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Avaya LLC                                                                 | Avaya LLC                                                                                                                     | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1123 | NS      | $16143.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       156000 | PA      | $153752.18     | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101848.00     | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                                                                           | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |       405000 | PA      | $378675.00     | 0.00%             | 2031-01-28      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       110000 | PA      | $111030.70     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       104000 | PA      | $104558.38     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149316.34     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       114000 | PA      | $116566.81     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       100000 | PA      | $95750.00      | 0.00%             | 2034-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                                                          | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5180000 | PA      | $5340819.32    | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class E                                                                                        | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7688000 | PA      | $7688879.51    | 0.04%             | 2042-02-15      | Floating      | 8.90%                 | No            | 2                  | On Loan: No      |
| BBAM US CLO I Ltd.                                                        | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                                  | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $730354.20     | 0.00%             | 2038-03-30      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                      | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      4200000 | PA      | $4331250.00    | 0.03%             | 2031-01-22      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                                                      | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      3019000 | PA      | $3123306.45    | 0.02%             | 2033-01-22      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2018-TALL, Class C                                                                               | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4880000 | PA      | $4440800.00    | 0.03%             | 2037-03-15      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       848000 | PA      | $842698.90     | 0.00%             | 2027-01-12      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2352000 | PA      | $2347694.43    | 0.01%             | 2041-06-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ROIC, Class E                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4444775 | PA      | $4444775.31    | 0.03%             | 2030-03-15      | Floating      | 6.60%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3734687 | PA      | $3363380.68    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class D                                                                                           | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8408000 | PA      | $7968540.75    | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11784000 | PA      | $10792587.33   | 0.06%             | 2041-12-09      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                                                                       | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1425000 | PA      | $1324086.49    | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3545457 | PA      | $3548781.10    | 0.02%             | 2041-03-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4546557 | PA      | $4555090.09    | 0.03%             | 2041-04-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-KING, Class A                                                                       | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3020239 | PA      | $3022892.41    | 0.02%             | 2034-05-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class E                                                                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2466874 | PA      | $2429955.50    | 0.01%             | 2041-06-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class F                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6166706 | PA      | $6104256.26    | 0.04%             | 2041-06-15      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-LIFE, Class A                                                                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2350000 | PA      | $2346384.53    | 0.01%             | 2047-06-13      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       156000 | PA      | $158705.66     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       882000 | PA      | $933517.62     | 0.01%             | 2032-01-14      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                                                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       672000 | PA      | $712246.08     | 0.00%             | 2031-05-20      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1559532 | NS      | $83372580.72   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                             | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                         | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       514395 | PA      | $514301.83     | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      1233000 | PA      | $1319692.23    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                  | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       848000 | PA      | $819591.15     | 0.00%             | 2028-03-15      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                                                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       373525 | NS      | $5628853.22    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       597000 | PA      | $616402.50     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BAY Mortgage Trust                                                        | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                                 | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1560000 | PA      | $1560000.00    | 0.01%             | 2035-05-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       788000 | PA      | $687305.18     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class M1                                                                      | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       158093 | PA      | $152945.76     | 0.00%             | 2036-10-25      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-3A, Class M6                                                                      | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       204178 | PA      | $236386.03     | 0.00%             | 2035-11-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       116214 | PA      | $127836.45     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| St. James's Place plc                                                     | St. James's Place plc                                                                                                         | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |       331752 | NS      | $5477863.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31037000 | PA      | $32053187.07   | 0.19%             | 2049-05-30      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                               | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $102595.00     | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                               | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $103775.10     | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      1758914 | NS      | $13923272.73   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                           | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53778005 | PA      | $2271400.07    | 0.01%             | 2054-02-15      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                          | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000298.60    | 0.01%             | 2038-04-20      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1317000 | PA      | $1354040.63    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      3104033 | NS      | $4219321.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bethpage Park CLO Ltd.                                                    | Bethpage Park CLO Ltd., Series 2021-1A, Class A                                                                               | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $730214.11     | 0.00%             | 2035-01-15      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                                      | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6363000 | PA      | $6483796.46    | 0.04%             | 2042-10-10      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| BHMS Commercial Mortgage Trust                                            | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3650000 | PA      | $3654562.50    | 0.02%             | 2042-08-15      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Bidvest Group UK plc (The)                                                | Bidvest Group UK plc (The)                                                                                                    | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |       298000 | PA      | $299492.98     | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Biogen, Inc.                                                              | Biogen, Inc.                                                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         8558 | NS      | $1619858.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Pearl Compute LLC                                                   | Black Pearl Compute LLC                                                                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        39000 | PA      | $39568.92      | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    242854404 | NS      | $242854404.31  | 1.41%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock ETF Trust II                                                    | iShares AAA CLO Active ETF                                                                                                    | CUSIP: 092528504<br>LEI: 549300PLJCTZLQ2LE832 | Long             |  | RF                | US        |       300000 | NS      | $15592500.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $93215.25      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2014-2A, Class BR2                                                                              | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |       464603 | PA      | $466318.87     | 0.00%             | 2030-10-20      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                | BlueMountain CLO XXII Ltd., Series 2018-22A, Class B                                                                          | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1494767 | PA      | $1498301.38    | 0.01%             | 2031-07-15      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class BR                                                                         | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $625854.88     | 0.00%             | 2034-07-25      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       376910 | NS      | $86323697.30   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       224000 | PA      | $237824.16     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2792000 | PA      | $2789713.91    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       191572 | NS      | $32253061.92   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       267787 | NS      | $50805182.72   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      1250814 | NS      | $9118434.06    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                    | CUSIP: N/A<br>LEI: 984500FEDAC7FBD96273       | Long             | EC               | CORP              | US        |       822138 | NS      | $139039978.56  | 0.81%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ByteDance Ltd., Series E-1                                                | ByteDance Ltd., Series E-1                                                                                                    | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |       246932 | NS      | $82534551.68   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Think & Learn Pvt Ltd.,Series F                                           | Think & Learn Pvt Ltd., Series F                                                                                              | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         4047 | NS      | $0.00          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Volta Trucks, Series C                                                    | Volta Trucks, Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        30817 | NS      | $0.36          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       344406 | NS      | $19841229.66   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corp.                                                         | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99550.92      | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bracelet Holdings, Inc.                                                   | Bracelet Holdings, Inc.                                                                                                       | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10181000 | PA      | $9974665.47    | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       366000 | PA      | $378996.66     | 0.00%             | 2035-03-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       385000 | PA      | $383460.00     | 0.00%             | 2036-05-22      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Breakwater Energy Holdings SARL                                           | Breakwater Energy Holdings SARL                                                                                               | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      1200000 | PA      | $1277982.00    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99521.51      | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       154638 | NS      | $9369516.42    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $198269.26     | 0.00%             | 2081-11-23      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2696197.84    | 0.02%             | 2081-11-23      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                      | Broadridge Financial Solutions, Inc.                                                                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       109769 | NS      | $16902230.62   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       611371 | NS      | $255204596.53  | 1.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       160000 | PA      | $150004.99     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        59000 | PA      | $58002.58      | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        26907 | NS      | $2128074.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       231000 | PA      | $229853.59     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Burlington Stores, Inc.                                                   | Burlington Stores, Inc.                                                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        20605 | NS      | $6593806.05    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7902412 | PA      | $7914759.93    | 0.05%             | 2039-12-15      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                                                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1578295 | PA      | $1578788.10    | 0.01%             | 2041-05-15      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VLT6, Class A                                                                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2590000 | PA      | $2578668.75    | 0.01%             | 2042-03-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Cbam Ltd.                                                                 | Cbam Ltd., Series 2018-7A, Class A                                                                                            | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |        33479 | PA      | $33492.64      | 0.00%             | 2031-07-20      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $98826.25      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $196771.98     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       264000 | PA      | $250253.36     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       227000 | PA      | $206175.53     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        57000 | PA      | $48969.02      | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1078993.15    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       155000 | PA      | $155269.71     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       546000 | PA      | $538210.36     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       108000 | PA      | $105878.78     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       863935 | PA      | $819937.64     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| CBRE Group, Inc.                                                          | CBRE Group, Inc., Class A                                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        34343 | NS      | $4901776.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        54757 | NS      | $6800819.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       108000 | PA      | $107144.64     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       490000 | PA      | $505391.02     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class BR2                                                                                  | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $804197.76     | 0.00%             | 2038-10-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class BR                                                                                   | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2475000 | PA      | $2483455.84    | 0.01%             | 2036-07-15      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| CIMB Bank Bhd.                                                            | CIMB Bank Bhd.                                                                                                                | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |       700000 | PA      | $681912.00     | 0.00%             | 2027-07-20      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc., Class A                                                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        20611 | NS      | $5932258.02    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-1A, Class A                                                                                    | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $499625.60     | 0.00%             | 2038-04-23      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-3A, Class A1                                                                                   | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $700799.47     | 0.00%             | 2037-07-21      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      6480000 | PA      | $5466168.88    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1398000 | PA      | $1136978.86    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3068000 | PA      | $2196954.61    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C                                                                      | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |        73031 | PA      | $71570.05      | 0.00%             | 2048-11-15      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2020-FACT, Class E                                                                                         | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1103000 | PA      | $1003730.00    | 0.01%             | 2037-10-15      | Floating      | 9.13%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1033540 | NS      | $46953722.20   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30922.50      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104183.76     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-LION, Class A                                                                                         | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11900000 | PA      | $11852353.59   | 0.07%             | 2027-02-15      | Floating      | 7.09%                 | No            | 3                  | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       124000 | PA      | $124377.08     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       195000 | PA      | $202315.87     | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CACI International, Inc.                                                  | CACI International, Inc.                                                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |        46000 | PA      | $47060.45      | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       119419 | NS      | $39359308.21   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        83482 | NS      | $2320799.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       181000 | PA      | $175869.54     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       223000 | PA      | $199859.87     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      2579000 | PA      | $2631691.55    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       442869 | NS      | $54490601.76   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Canada                                                                    | Canadian Government Bond                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     44128000 | PA      | $32053752.74   | 0.19%             | 2030-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Canpack Group, Inc.                                                       | Canpack Group, Inc.                                                                                                           | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3449000 | PA      | $3450611.72    | 0.02%             | 2031-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                                                             | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250366.73     | 0.00%             | 2031-07-15      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |            1 | NS      | $126.10        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         7275 | NS      | $1403202.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        55562 | NS      | $3732099.54    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co.                                                               | Carvana Co., Class A                                                                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        16525 | NS      | $6540595.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       209000 | PA      | $231205.57     | 0.00%             | 2031-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CarVal CLO IV Ltd.                                                        | CarVal CLO IV Ltd., Series 2021-1A, Class D1R                                                                                 | CUSIP: 14687EBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001952.00    | 0.01%             | 2038-03-31      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        50369 | NS      | $44833950.59   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $96204.42      | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        29000 | PA      | $30423.38      | 0.00%             | 2029-07-15      | Fixed         | 7.33%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        63000 | PA      | $66766.27      | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        44000 | PA      | $46021.10      | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        87000 | PA      | $90523.33      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       198000 | PA      | $207302.83     | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $207102.00     | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                                                                   | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       470000 | PA      | $489364.00     | 0.00%             | 2031-05-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                                                                   | CUSIP: 15132HAK7<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       425000 | PA      | $424719.50     | 0.00%             | 2036-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3798000 | PA      | $3775838.29    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |      1519768 | NS      | $44438016.32   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        55268 | NS      | $3096113.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                     | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |        79000 | PA      | $78603.34      | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CFSP Mortgage Trust                                                       | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                                                                | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4983589 | PA      | $4764505.27    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       104000 | PA      | $102126.44     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95918.76      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |        55000 | PA      | $56687.95      | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        42868 | NS      | $11786556.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       657000 | PA      | $581116.50     | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                                                   | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |        95000 | PA      | $98066.89      | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99128.34      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24976.68      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp.                                                                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        16148 | NS      | $8519361.84    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99613.89      | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       412000 | PA      | $427041.78     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       743426 | NS      | $68023479.00   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      9218000 | PA      | $8812730.63    | 0.05%             | 2030-12-11      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       752265 | NS      | $96274874.70   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       437061 | NS      | $12845222.79   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       464000 | PA      | $472211.87     | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       481000 | PA      | $488360.26     | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       587921 | NS      | $38244261.05   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2265000 | PA      | $2395860.38    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       142000 | PA      | $145257.48     | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       125000 | PA      | $120726.35     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |         9743 | NS      | $3046441.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       271000 | PA      | $282151.11     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       108000 | PA      | $107313.49     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101903.47     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101062.90     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       267000 | PA      | $269705.78     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1924000 | PA      | $1889147.01    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1254049.87    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       130000 | PA      | $116436.17     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1911000 | PA      | $1733900.27    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |        84000 | PA      | $83486.59      | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |        30000 | PA      | $27820.50      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc., Class A                                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        16888 | NS      | $3171059.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       211000 | PA      | $211171.12     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-B, Class D                                                                      | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       122157 | PA      | $111722.46     | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       485000 | PA      | $511553.75     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Comfort Systems USA, Inc.                                                 | Comfort Systems USA, Inc.                                                                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         1050 | NS      | $1932262.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        14506 | NS      | $88344.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         5720 | NS      | $0.00          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                    | CUSIP: N/A<br>LEI: 984500FEDAC7FBD96273       | Long             | EC               | CORP              | US        |       222270 | NS      | $37590302.40   | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       186720 | NS      | $242736.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                   | Agnico Eagle Mines Ltd.                                                                                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        34166 | NS      | $6424722.19    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |        24000 | PA      | $24040.13      | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34965.38      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Vistance Networks, Inc.                                                   | Vistance Networks, Inc.                                                                                                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       197281 | NS      | $2524210.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Datacenters Issuer II LLC                                         | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                                                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7836000 | PA      | $7691690.66    | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       373000 | PA      | $371744.52     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Concord Music Royalties LLC                                               | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2999000 | PA      | $3013926.92    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class E                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2960000 | PA      | $2934329.70    | 0.02%             | 2041-08-15      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1128130.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                                                            | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |       200000 | PA      | $210937.40     | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       123556 | NS      | $9612690.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       692000 | PA      | $-34833.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      8100000 | PA      | $-107227.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      8100000 | PA      | $-201405.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       790000 | PA      | $240100.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7200000 | PA      | $-240755.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      6562000 | PA      | $380178.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    173308011 | PA      | $-4216712.33   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6393594 | PA      | $-29404.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14207987 | PA      | $21348.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    166280507 | PA      | $-4042369.12   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    138239477 | PA      | $-3438489.60   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1325381643 | PA      | $7455.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       928050 | PA      | $-22580.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    122263742 | PA      | $-3055504.86   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    596421739 | PA      | $3967.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                | Continuum Energy Pte. Ltd.                                                                                                    | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      8080383 | PA      | $8080383.00    | 0.05%             | 2027-09-11      | Fixed         | 12.85%                | No            | 3                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     29038000 | PA      | $-121155.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    556755000 | PA      | $-3230187.05   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Cooper Cos., Inc. (The)                                                   | Cooper Cos., Inc. (The)                                                                                                       | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        37177 | NS      | $2338433.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                          | Cooper-Standard Automotive, Inc.                                                                                              | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192178.00     | 0.00%             | 2031-03-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       141567 | NS      | $6757613.49    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        54683 | NS      | $6141999.71    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |       168963 | NS      | $18856270.80   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       147000 | PA      | $148853.43     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |        58000 | PA      | $57632.25      | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      1114000 | PA      | $1443409.80    | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     14135000 | PA      | $14216849.28   | 0.08%             | 2031-10-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      6398000 | PA      | $7674401.00    | 0.04%             | 2032-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       894000 | PA      | $1108560.00    | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |       134488 | NS      | $2208603.77    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |       402000 | PA      | $396432.30     | 0.00%             | 2037-01-30      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       385000 | PA      | $392676.90     | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       109856 | NS      | $111452207.68  | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       484000 | PA      | $519254.56     | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       600000 | PA      | $636108.00     | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        38140 | NS      | $450754.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3480000 | PA      | $-6706.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Acceptance Corp.                                                   | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       131000 | PA      | $130562.46     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3480000 | PA      | $30444.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1740000 | PA      | $104537.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -750000000 | PA      | $-2951460.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       735000 | PA      | $5603.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       385000 | PA      | $2935.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      1760000 | PA      | $50526.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2023035 | PA      | $110092.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $54035.06      | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $96657.78      | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        37181 | NS      | $16573430.75   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       992000 | PA      | $41281.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -142695000 | PA      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    142695000 | PA      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       113000 | PA      | $113009.40     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5613756874 | PA      | $120503.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10120845803 | PA      | $-124481.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4090000 | PA      | $123061.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10046725154 | PA      | $-120921.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5597292788 | PA      | $117344.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  19946460593 | PA      | $-225181.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  10976752544 | PA      | $219119.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco do Brasil SA                                                        | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |       760105 | NS      | $3413856.62    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                                                            | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1087000 | PA      | $1088012.32    | 0.01%             | 2037-08-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Cyprium Corp.                                                             | Cyprium Corp.                                                                                                                 | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       112000 | PA      | $112773.25     | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                                                     | DB Master Finance LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      6960555 | PA      | $6894220.21    | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                                                                | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1299187.50    | 0.01%             | 2034-08-15      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1385000 | PA      | $4728.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       276600 | NS      | $42557676.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                                                                         | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5235000 | PA      | $5243112.68    | 0.03%             | 2035-08-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       337432 | NS      | $19296733.36   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       105857 | NS      | $2591971.01    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9976327000 | PA      | $80129.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -6037000 | PA      | $-2253.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      4025000 | PA      | $9709.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    703584110 | PA      | $13649.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -703584110 | PA      | $-1791736.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -296245941 | PA      | $-1801982.45   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -703584110 | PA      | $-2028.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -444374000 | PA      | $-1601077.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        79876 | NS      | $16019930.56   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1205303 | PA      | $19301.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc., Class A                                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       169786 | NS      | $22444011.34   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       912490 | PA      | $11220.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      2064114 | PA      | $25308.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2138000 | PA      | $-41072.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4943000 | PA      | $178058.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -9885000 | PA      | $-80986.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       178000 | PA      | $172313.36     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       124000 | PA      | $127991.68     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       102000 | PA      | $105169.14     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV                        | Promotora y Operadora de Infraestructura SAB de CV                                                                            | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |        31744 | NS      | $502641.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       689714 | PA      | $-9242.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1210311 | PA      | $9805.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1438000 | PA      | $34190.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      6237000 | PA      | $13874.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1861000 | PA      | $-11350.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1138000 | PA      | $32930.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       402135 | PA      | $935.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -653144000 | PA      | $-2420684.61   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       985788 | NS      | $10704082.65   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1103000 | PA      | $-3610.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -549408000 | PA      | $-2069584.43   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Deckers Outdoor Corp.                                                     | Deckers Outdoor Corp.                                                                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       107774 | NS      | $11014502.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -36648000 | PA      | $-121965.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -36636566 | PA      | $-2265.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -9158500 | PA      | $-191.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -36636566 | PA      | $-1.40         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -36636566 | PA      | $-1462043.49   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        12466 | PA      | $-177127.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -36648000 | PA      | $-0.12         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -13738000 | PA      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD/INR One-touch barrier option; Barrier price USD 89.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       636000 | PA      | $12.04         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       268000 | PA      | $309.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -1893000 | PA      | $-1484.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      3786000 | PA      | $9882.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -1893000 | PA      | $-13653.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1746000 | PA      | $34053.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $93901.86      | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $103204.38     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     36648000 | PA      | $0.12          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     13738000 | PA      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       651844 | NS      | $44318873.56   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       747600 | PA      | $19904.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2119000 | PA      | $-607.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40214.44      | 0.00%             | 2055-09-12      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -43277027 | PA      | $-86690.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -3664000 | PA      | $-83312.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -543151000 | PA      | $-1943266.65   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -43177517 | PA      | $-406214.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -23960000 | PA      | $-8707.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -17580000 | PA      | $-29961.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15980000 | PA      | $15241.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7905000 | PA      | $-58511.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -25087125 | PA      | $-340.41       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     25087125 | PA      | $1302.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -8939000 | PA      | $-134173.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -8939000 | PA      | $-82487.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -13408000 | PA      | $-16956.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -5028000 | PA      | $-316286.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -34998000 | PA      | $-792272.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-38556.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -98600 | NC      | $-2002891.47   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       171141 | PA      | $132032.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       550100 | PA      | $883725.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       235947 | PA      | $382975.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    371000000 | PA      | $751369.39     | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       645070 | PA      | $502885.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       267031 | PA      | $428980.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       349629 | PA      | $-577691.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       385263 | PA      | $615708.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       211696 | NS      | $10874823.52   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                                                          | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       990000 | PA      | $989503.91     | 0.01%             | 2038-04-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -37500000 | PA      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     37500000 | PA      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   1030080000 | PA      | $-8008.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11760 | PA      | $2128201.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2780000 | PA      | $-14377.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2780000 | PA      | $-146573.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -22406000 | PA      | $-115877.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -22406000 | PA      | $-1569259.28   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        16271 | NS      | $3692215.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-231151.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $373500.00     | 0.00%             | 2032-08-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        52174 | NS      | $10483843.56   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      7053000 | PA      | $449.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -2675000 | PA      | $-104612.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      2278000 | PA      | $27243.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      -569500 | PA      | $-90.31        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       194000 | PA      | $201855.06     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       792533 | NS      | $82225298.75   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       342000 | PA      | $259920.00     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       236000 | PA      | $186460.65     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                            | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      1604000 | PA      | $1547058.00    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      3681000 | PA      | $221236.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -3047000 | PA      | $-81640.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       308000 | PA      | $313689.38     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      2119000 | PA      | $607.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -5088000 | PA      | $-8185.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD/CNH One-touch barrier option; Barrier price USD 6.65000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       292000 | PA      | $13112.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -2997000 | PA      | $-23813.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -1750000 | PA      | $-55908.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1750000 | PA      | $15437.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      1998000 | PA      | $56603.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       134516 | PA      | $-322659.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -285372000 | PA      | $-892122.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -419600000 | PA      | $-1135000.18   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.15500                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       251000 | PA      | $25804.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.14500                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |       251000 | PA      | $26636.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     13408000 | PA      | $16956.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     36636566 | PA      | $1.40          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -1151000 | PA      | $-5463.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -8280000 | PA      | $-17672.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     36636566 | PA      | $2265.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       569500 | PA      | $90.31         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AUD/USD One-touch barrier option; Barrier price AUD 0.68000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       414000 | PA      | $26655.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        21115 | NC      | $1576216.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -21115 | NC      | $-310325.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4994000 | PA      | $1030.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -526391000 | PA      | $-1997191.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       119072 | NS      | $13798063.36   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3591000 | PA      | $22907.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1969000 | PA      | $-11233.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2373000 | PA      | $-20415.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2019000 | PA      | $27152.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       841000 | PA      | $237.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -1832000 | PA      | $-23301.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      3664000 | PA      | $83312.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1750000 | PA      | $-2808.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Domain Greenbough Issuer LLC                                              | Domain Greenbough Issuer 2 LLC                                                                                                | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6636516 | PA      | $6669698.58    | 0.04%             | 2032-01-23      | Variable      | 14.57%                | No            | 3                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       841000 | PA      | $810724.00     | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       646000 | PA      | $680884.00     | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       362000 | PA      | $377928.00     | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -3573000 | PA      | $-20444.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1390000 | PA      | $7188.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1249000 | PA      | $49933.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      3573000 | PA      | $47515.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       400000 | PA      | $-2205.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -493917000 | PA      | $-1641761.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -493917000 | PA      | $-1854564.53   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    493917000 | PA      | $3243256.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DoorDash, Inc.                                                            | DoorDash, Inc., Class A                                                                                                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        37945 | NS      | $6399424.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dryden 55 CLO Ltd.                                                        | Dryden 55 CLO Ltd., Series 2018-55A, Class A1                                                                                 | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        26549 | PA      | $26562.02      | 0.00%             | 2031-04-15      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Dryden 65 CLO Ltd.                                                        | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                  | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250673.33     | 0.00%             | 2030-07-18      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                 | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                            | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |       131763 | NS      | $4015382.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleo Brasileiro SA (Preference)                                       | Petroleo Brasileiro SA - Petrobras (Preference)                                                                               | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |      1274346 | NS      | $12705372.19   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class E10                                                                                         | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5730000 | PA      | $5729090.65    | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       558830 | NS      | $33574506.40   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       865000 | PA      | $939463.72     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $59279.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |       730000 | PA      | $734891.00     | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        21250 | NS      | $1185500.79    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-73813.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-74537.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46081.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15691.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       159937 | NS      | $16550280.76   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp., Class A                                                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       155616 | NS      | $19162554.24   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       560000 | PA      | $568185.52     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       545000 | PA      | $591735.06     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       698000 | PA      | $749442.60     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Edgewell Personal Care Co.                                                | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       114000 | PA      | $108951.51     | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |        65000 | PA      | $67050.10      | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       388155 | NS      | $32410942.50   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| EG Global Finance plc                                                     | EG Global Finance plc                                                                                                         | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      3718000 | PA      | $3966135.60    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Eldorado Intl. Finance GmbH                                               | Eldorado Intl. Finance GmbH                                                                                                   | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |       298000 | PA      | $305083.46     | 0.00%             | 2032-12-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                                                           | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        69227 | NS      | $2152267.43    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                                                  | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       128028 | NS      | $7474230.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class A1RR                                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $400768.28     | 0.00%             | 2037-10-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                                                                | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       975000 | PA      | $979199.42     | 0.01%             | 2037-10-20      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         3649 | NS      | $3253703.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       105360 | NS      | $14796758.40   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       155000 | PA      | $158685.75     | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98451.52      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |        78000 | PA      | $74591.63      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106002.67     | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                            | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102672.70     | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Endo Finance Holdings LP                                                  | Endo Finance Holdings LP                                                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        66000 | PA      | $69963.30      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       121000 | PA      | $120063.33     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       155000 | PA      | $164387.58     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| ERO Copper Corp.                                                          | ERO Copper Corp.                                                                                                              | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |        25938 | NS      | $670497.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUSHI Finance, Inc.                                                       | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99037.44      | 0.00%             | 2056-04-01      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| SK Invictus Intermediate II SARL                                          | SK Invictus Intermediate II SARL                                                                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |        34000 | PA      | $33503.59      | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Volocopter GmbH, Series D                                                 | Volocopter GmbH, Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |         4218 | NS      | $0.05          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                    | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       146070 | NS      | $1825.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       629268 | NS      | $97114930.44   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       413000 | PA      | $273709.06     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                              | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       146000 | PA      | $144861.28     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       218000 | PA      | $211241.46     | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       289405 | NS      | $177089813.55  | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        46403 | NS      | $10560394.74   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-88181.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FS Rialto                                                                 | FS Rialto, Series 2021-FL3, Class A                                                                                           | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        42840 | PA      | $42819.13      | 0.00%             | 2036-11-16      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         5250 | NS      | $5381250.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97493.53      | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98622.41      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5070000 | PA      | $5055701.59    | 0.03%             | 2042-08-19      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| FNA 8 LLC                                                                 | FNA 8 LLC, Series 2025-1, Class A                                                                                             | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4768674 | PA      | $4740567.61    | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $40233.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-192802.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23782.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-129072.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-380880.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-698042.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-363270.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $218914.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-63991.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1545406.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $87723.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-690596.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $276844.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-59126.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77039.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $132062.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1610652.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-745310.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-560622.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $523117.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $413658.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3076895.98   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $80638.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-98311.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $588824.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-155443.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $893050.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4584452.51    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $765383.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $241816.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3788812.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $250960.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26878.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1095066.02   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $302356.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3152566.44   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2582906.51   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1103557.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3173912.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-330302.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-335491.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1021331.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-664955.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-272910.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2854871.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2427756.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2644611.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $84511.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-63625.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5927469.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $844323.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $146616.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $149033.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $582431.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93045.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fastenal Co.                                                              | Fastenal Co.                                                                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       300249 | NS      | $13490187.57   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                     | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      1675000 | PA      | $1679768.73    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-44709.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2047925.99   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-194451.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-143619.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1  | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48749272 | PA      | $1811391.33    | 0.01%             | 2030-10-25      | Variable      | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8202884 | PA      | $337846.46     | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1  | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48582615 | PA      | $889610.84     | 0.01%             | 2029-05-25      | Variable      | 0.90%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K105, Class X1  | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11506256 | PA      | $551779.04     | 0.00%             | 2030-01-25      | Variable      | 1.63%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K109, Class X1  | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14646854 | PA      | $762671.94     | 0.00%             | 2030-04-25      | Variable      | 1.68%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K110, Class X1  | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8004583 | PA      | $422548.32     | 0.00%             | 2030-04-25      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1  | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7528694 | PA      | $361941.99     | 0.00%             | 2030-07-25      | Variable      | 1.51%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $65967.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $66922.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-226543.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-470317.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       211000 | PA      | $204446.19     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-819466.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $389537.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-240008.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $159681.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        48674 | NS      | $3135487.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1253715 | NS      | $63638573.40   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $219995.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $583122.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2214878.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-276203.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-311000.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                                                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         3227 | NS      | $6401787.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     11287000 | PA      | $11080280.85   | 0.06%             | 2040-03-12      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| First Horizon Corp.                                                       | First Horizon Corp.                                                                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       173322 | NS      | $4326117.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-371514.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-95826.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-394779.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130048.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-134268.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28588.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10901.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-166762.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93670.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $124522.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $132886.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17209.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-738872.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2416953.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1589120.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-174645.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18120.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $673510.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1048.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1092465.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $185235.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-189694.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Solar, Inc.                                                         | First Solar, Inc.                                                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        41755 | NS      | $8429916.95    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstCash, Inc.                                                           | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       109000 | PA      | $111711.99     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       497000 | PA      | $509629.76     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| 522 Funding CLO A Ltd.                                                    | 522 Funding CLO A Ltd., Series 2017-1A, Class CR                                                                              | CUSIP: 33836JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       719748 | PA      | $720656.54     | 0.00%             | 2034-10-20      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $132452.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $171832.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18541.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $66801.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $35663.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12613.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22104.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $133759.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3644.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $71456.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-306466.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-324.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4991.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3009.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4002.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9342.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5401.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2376.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8190.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4287.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3198.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3492.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3643.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7398.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3746.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3265.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $48142.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                           | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     25503413 | PA      | $26332273.92   | 0.15%             | 2028-04-02      | Fixed         | 11.04%                | No            | 3                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $169018.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC                                                                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101734.47     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2315.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7571.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27328.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $163480.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93755.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $165328.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $187511.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $179959.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-252.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       777122 | NS      | $9387633.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2830000 | PA      | $2818920.75    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3506000 | PA      | $3507424.87    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2822000 | PA      | $2829267.13    | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1396000 | PA      | $1395816.79    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $85354.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $89766.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-24698.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $31272.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $14224.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-179440.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31377.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-954.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-191648.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12798.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-256782.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19065.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-98429.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $25725.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $36307.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $30453.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $39783.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8478.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28108.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-932.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $275948.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5772.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6646.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $93671.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $70662.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $32451.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20560.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $197104.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $552994.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3205.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $385104.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11089.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-208422.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8503.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $33889.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22694.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9090.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-503.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $59597.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-107015.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-156910.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-66177.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4128.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $433620.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-30060.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18029.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12768.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6073.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5580.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $390.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-33082.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6140.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25453.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29938.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $40366.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42357.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9498.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        82000 | PA      | $81966.18      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       123000 | PA      | $129147.05     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-108029.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16675.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46417.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $141110.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2025-3A, Class A                                                                             | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7615558 | PA      | $7540111.75    | 0.04%             | 2052-08-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $21503.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6515.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3879.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3588.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2462.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Franklin Resources, Inc.                                                  | Franklin Resources, Inc.                                                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       160072 | NS      | $4797357.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-238521.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18116.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-191936.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $181687.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-311329.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $331205.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17846.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15568.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6398.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-270226.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5101.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR Trust                              | Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2022-DNA1, Class B1                                  | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      2121022 | PA      | $2153494.85    | 0.01%             | 2042-01-25      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1888.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103576.40     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       124000 | PA      | $120889.01     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       159000 | PA      | $153369.17     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3189.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-333.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1125571 | NS      | $65035492.38   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10137.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3740000 | PA      | $3740000.00    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $703866.10     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9313000 | PA      | $9528083.74    | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       262000 | PA      | $248378.48     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GEO Group, Inc. (The)                                                     | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       115000 | PA      | $119648.53     | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |        95000 | PA      | $93876.57      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       174000 | PA      | $170211.27     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       100000 | PA      | $104159.10     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |        69000 | PA      | $69315.61      | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7885000 | PA      | $8121550.00    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5085000 | PA      | $5243906.25    | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GC47, Class AS                                                                      | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4425809 | PA      | $4038621.97    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                                      | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2054454 | PA      | $116401.23     | 0.00%             | 2053-12-12      | Variable      | 1.77%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                                 | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1480000 | PA      | $1409700.00    | 0.01%             | 2026-05-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                 | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7245000 | PA      | $7245117.37    | 0.04%             | 2041-11-25      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Gap, Inc. (The)                                                           | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94347.61      | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       178000 | PA      | $182119.81     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |        60000 | PA      | $61906.68      | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        47625 | NS      | $51599782.50   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       314381 | NS      | $91148483.33   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                                             | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       108000 | PA      | $113225.36     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                                                             | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        95000 | PA      | $100010.40     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                    | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $208533.50     | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       164072 | NS      | $21467180.48   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        44929 | NS      | $3233090.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |        63000 | PA      | $66139.92      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Global Atlantic Fin Co.                                                   | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100283.00     | 0.00%             | 2054-10-15      | Variable      | 7.95%                 | No            | 2                  | On Loan: No      |
| Global Medical Response, Inc.                                             | Global Medical Response, Inc.                                                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104244.00     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93449.74      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        66453 | NS      | $61387287.81   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                            | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8554518 | PA      | $8602538.36    | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                           | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2681512 | PA      | $2073272.23    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10938.27      | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        81000 | PA      | $72634.86      | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       145000 | PA      | $131800.73     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      1300250 | PA      | $994691.25     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      1905250 | PA      | $476312.50     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Granite Ridge Resources, Inc.                                             | Granite Ridge Resources, Inc.                                                                                                 | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |     21835000 | PA      | $21244588.68   | 0.12%             | 2029-11-05      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                                       | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99803.74      | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       210000 | PA      | $213510.15     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |        65000 | PA      | $66186.12      | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4499469 | PA      | $4558572.53    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Trust, Series 2024-1, Class B                                                                       | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       717791 | PA      | $726247.26     | 0.00%             | 2059-06-25      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97361.50      | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Quintis HoldCo Pty. Ltd.                                                  | Quintis HoldCo Pty. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     43735802 | NS      | $314.88        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Sabena Technics SAS                                                       | Sabena Technics SAS                                                                                                           | CUSIP: N/A<br>LEI: 969500IBFY3VCVJ46X47       | Long             | DBT              | CORP              | FR        |      7221383 | PA      | $8475376.32    | 0.05%             | 2029-09-30      | Floating      | 8.72%                 | Yes           | 3                  | On Loan: No      |
| Grupo Televisa SAB                                                        | Grupo Televisa SAB                                                                                                            | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |       572000 | PA      | $496925.00     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: 40054J109<br>LEI: 529900BECKHBL62WD126 | Long             | EC               | CORP              | MX        |        33601 | NS      | $510399.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     24290000 | PA      | $23033235.40   | 0.13%             | 2031-01-15      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     10993000 | PA      | $10696892.55   | 0.06%             | 2031-02-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     22832000 | PA      | $22288552.74   | 0.13%             | 2031-02-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       211502 | NS      | $43603142.22   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       316000 | PA      | $337744.75     | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       646000 | PA      | $703364.80     | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                         | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       359000 | PA      | $374728.69     | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HLF Financing SARL LLC                                                    | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |       200000 | PA      | $188061.63     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5135000 | PA      | $5135000.00    | 0.03%             | 2037-05-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                      | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5979000 | PA      | $5979000.00    | 0.03%             | 2037-05-15      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       312976 | NS      | $6528679.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         5166 | NS      | $2224940.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        65341 | NS      | $34905781.53   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Halliburton Co.                                                           | Halliburton Co.                                                                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       173322 | NS      | $7331520.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     12330486 | NS      | $83776188.01   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                               | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100948.00     | 0.00%             | 2056-11-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                                                     | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        22163 | NS      | $6089005.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Capgemini SE                                                              | Capgemini SE                                                                                                                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        23230 | NS      | $2825150.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129849.98     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                                              | Hasbro, Inc.                                                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        52654 | NS      | $5046359.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       471000 | PA      | $488671.92     | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       211000 | PA      | $219518.70     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104722.90     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       592000 | PA      | $523920.00     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Hershey Co. (The)                                                         | Hershey Co. (The)                                                                                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        18440 | NS      | $3425045.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       110000 | PA      | $110050.82     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $71720.25      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Hexcel Corp.                                                              | Hexcel Corp.                                                                                                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        52696 | NS      | $4946573.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        80000 | PA      | $80422.96      | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98829.75      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       125000 | PA      | $127486.33     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       355000 | PA      | $359883.03     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |       103000 | PA      | $99679.31      | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        71000 | PA      | $65704.57      | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       148364 | NS      | $48080321.48   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                          | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       123393 | NS      | $863.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       215107 | NS      | $70727181.60   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Efficiency                                                           | Home Efficiency, Series 2024-A1                                                                                               | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31501974 | PA      | $32245420.27   | 0.19%             | 2054-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Publicis Groupe SA                                                        | Publicis Groupe SA                                                                                                            | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        55328 | NS      | $5169703.01    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       139648 | NS      | $29930755.84   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       199000 | PA      | $179131.18     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts, Inc.                                               | Host Hotels & Resorts, Inc.                                                                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       303771 | NS      | $6418681.23    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       127000 | PA      | $122282.17     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        16000 | PA      | $16684.13      | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $55951.17      | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $191039.50     | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        87934 | NS      | $21371479.36   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| HR Ottawa LP                                                              | HR Ottawa LP                                                                                                                  | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     47842275 | PA      | $53138310.79   | 0.31%             | 2031-03-31      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       459000 | PA      | $474822.19     | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2016-10HY, Class E                                                                        | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       897300 | PA      | $888195.73     | 0.01%             | 2038-08-10      | Variable      | 3.08%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       817000 | PA      | $829765.63     | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       475000 | PA      | $475356.25     | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       721000 | PA      | $771924.23     | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       247167 | NS      | $4142518.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B2                                                             | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2384487 | PA      | $2390998.22    | 0.01%             | 2032-05-20      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B2                                                             | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2524634 | PA      | $2531331.67    | 0.01%             | 2033-09-20      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Huntsman International LLC                                                | Huntsman International LLC                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |        97000 | PA      | $92895.57      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       525000 | PA      | $534018.72     | 0.00%             | 2033-05-15      | Fixed         | 7.37%                 | No            | 2                  | On Loan: No      |
| IHS Holding Ltd.                                                          | IHS Holding Ltd.                                                                                                              | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       740000 | PA      | $736300.00     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                      | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       303000 | PA      | $305072.22     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                  | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        88136 | NS      | $11730729.76   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $197520.74     | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199997.48     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       107000 | PA      | $105479.50     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications, Inc.                                                | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       225000 | PA      | $216562.50     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10778 | NS      | $64344.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                            | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        21448 | NS      | $1141715.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        65169 | NS      | $16814253.69   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Wartsila OYJ Abp                                                          | Wartsila OYJ Abp                                                                                                              | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       112754 | NS      | $4735353.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ingram Micro, Inc.                                                        | Ingram Micro, Inc.                                                                                                            | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |       123000 | PA      | $120867.41     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        84274 | NS      | $8028783.98    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        89000 | PA      | $91641.25      | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      2265000 | PA      | $2318121.05    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        51000 | PA      | $53936.58      | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $2345051.76    | 0.01%             | 2027-05-16      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Infinity Natural Resources LLC                                            | Infinity Natural Resources LLC                                                                                                | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1515189.94    | 0.01%             | 2031-04-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                               | Mediobanca Banca di Credito Finanziario SpA                                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |       128229 | NS      | $2992298.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Instituto Costarricense de Electricidad                                   | Instituto Costarricense de Electricidad                                                                                       | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |       212000 | PA      | $208608.00     | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       758213 | NS      | $71635964.24   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                                                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |       170131 | NS      | $8746180.30    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        15878 | NS      | $3667500.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                                                                        | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $199139.14     | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       118305 | NS      | $54137551.05   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       400000 | PA      | $310850.56     | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1870637.60    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                               | Ionis Pharmaceuticals, Inc.                                                                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        11313 | NS      | $845759.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       268000 | PA      | $267756.01     | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98618.71      | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       155000 | PA      | $153396.01     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                       | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       262112 | NS      | $10405846.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                   | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |      1018427 | NS      | $37467929.33   | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| iShares Trust                                                             | iShares Russell 2000 ETF                                                                                                      | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             |  | RF                | US        |       148100 | NS      | $41167357.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| iShares Trust                                                             | iShares Core S&P Small-Cap ETF                                                                                                | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |        76782 | NS      | $10526812.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Iskandar Enterprise LLC                                                   | Iskandar Enterprise LLC, Series 2026-1A, Class A22                                                                            | CUSIP: 464338AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4467000 | PA      | $4465604.06    | 0.03%             | 2056-04-17      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| Iskandar Enterprise LLC                                                   | Iskandar Enterprise LLC, Series 2026-1A, Class A23                                                                            | CUSIP: 464338AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6418000 | PA      | $6418000.00    | 0.04%             | 2056-04-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                                                               | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |       505031 | NS      | $18802304.13   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| iShares Bitcoin Trust                                                     | iShares Bitcoin Trust ETF, Class 1                                                                                            | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             |  |  | US        |       665002 | NS      | $28807886.64   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Ethereum Trust ETF                                                | iShares Ethereum Trust ETF                                                                                                    | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             |  | RF                | US        |       306700 | NS      | $5238436.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ithaca Energy North Sea plc                                               | Ithaca Energy North Sea plc                                                                                                   | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      1572000 | PA      | $1642835.89    | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       347910 | NS      | $108975849.30  | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        11860 | NS      | $4002631.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class DFL                                            | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1252632 | PA      | $633794.21     | 0.00%             | 2033-07-05      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                       | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13975472 | PA      | $11585847.75   | 0.07%             | 2051-12-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                       | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20165694 | PA      | $18118041.15   | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                       | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10573941 | PA      | $7253346.04    | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C                                              | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3082000 | PA      | $2457895.00    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2120000 | PA      | $2120000.00    | 0.01%             | 2039-06-15      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Jacobs Solutions, Inc.                                                    | Jacobs Solutions, Inc.                                                                                                        | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        43799 | NS      | $5668028.59    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $197695.45     | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                             | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       153000 | PA      | $148595.96     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       214000 | PA      | $221868.94     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        13721 | NS      | $482008.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jefferies Finance LLC                                                     | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |       200000 | PA      | $195149.80     | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        76943 | NS      | $1266507.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE AG                                                                    | RWE AG                                                                                                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       114426 | NS      | $8331652.29    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                                                         | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       254000 | PA      | $236567.59     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| JetBlue Pass-Through Trust                                                | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       949825 | PA      | $839040.22     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       324284 | NS      | $74536677.40   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $103081.00     | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       410000 | PA      | $420887.56     | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         8906 | NS      | $15588617.10   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| KFC Holding Co.                                                           | KFC Holding Co.                                                                                                               | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |        39000 | PA      | $38929.50      | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KKR CLO 17 Ltd.                                                           | KKR CLO 17 Ltd., Series 17, Class AR                                                                                          | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500058.20     | 0.00%             | 2034-04-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        22337 | NS      | $7107830.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        10491 | NS      | $1761367.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                  | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        41594 | NS      | $3570428.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                  | CUSIP: 48581RAA4<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       561000 | PA      | $558545.63     | 0.00%             | 2031-04-28      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| KB Home                                                                   | KB Home                                                                                                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        30696 | NS      | $1626581.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KeHE Distributors LLC                                                     | KeHE Distributors LLC                                                                                                         | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104531.40     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                             | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       652000 | PA      | $688349.00     | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       461188 | NS      | $13558927.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       248146 | NS      | $5501458.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131592.00     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $205987.09     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       135000 | PA      | $135980.90     | 0.00%             | 2031-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Kohl's Corp.                                                              | Kohl's Corp.                                                                                                                  | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       137000 | PA      | $112046.06     | 0.00%             | 2031-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                                                                            | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |       494900 | NS      | $14238273.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                                       | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3475718 | PA      | $3475714.78    | 0.02%             | 2039-12-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                                                            | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |       830000 | PA      | $847430.00     | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |        93000 | PA      | $94249.73      | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      3769000 | PA      | $3612072.48    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       107000 | PA      | $112090.53     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| LD Celulose International GmbH                                            | LD Celulose International GmbH                                                                                                | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       680000 | PA      | $708233.60     | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA, Class R                                                                          | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        96574 | NS      | $2059461.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       150027 | NS      | $6726870.32    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                                                                       | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        51551 | NS      | $11374381.18   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       298804 | NS      | $77049599.44   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       114000 | PA      | $113189.13     | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94184.94      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ASM International NV                                                      | ASM International NV                                                                                                          | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         6525 | NS      | $6383254.86    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        65369 | NS      | $3569801.09    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                   | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       111795 | NS      | $22.36         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1414000 | PA      | $1418850.02    | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                             | Estee Lauder Cos., Inc. (The), Class A                                                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        16153 | NS      | $1239096.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        14267 | NS      | $27294222.18   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class R                                                                 | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       106000 | PA      | $267896.45     | 0.00%             | 2045-03-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class A                                                                 | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5476670 | PA      | $5496741.88    | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class B                                                                 | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       379000 | PA      | $378268.08     | 0.00%             | 2035-04-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class C                                                                 | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       762000 | PA      | $759920.12     | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class D                                                                 | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       305000 | PA      | $303616.00     | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | No            | 2                  | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class E                                                                 | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       488000 | PA      | $485710.40     | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | No            | 2                  | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                      | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class F                                                                 | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       244000 | PA      | $243116.82     | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            | 2                  | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust                      | LendingClub Structured Loan Certificate Issuer Trust, Series 2025-P16, Class A                                                | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6889304 | PA      | $6882619.84    | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2025-3A, Class A                                                                               | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7933000 | PA      | $7860756.55    | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2021-2A, Class D                                                                               | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2210000 | PA      | $2042273.38    | 0.01%             | 2032-04-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class R                                                                 | CUSIP: 52611W101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        33000 | PA      | $10757.44      | 0.00%             | 2041-03-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class A                                                                 | CUSIP: 52611WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2036278 | PA      | $2104203.03    | 0.01%             | 2037-08-15      | Fixed         | 6.98%                 | No            | 2                  | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class B                                                                 | CUSIP: 52611WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       501993 | PA      | $512932.28     | 0.00%             | 2037-08-15      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class C                                                                 | CUSIP: 52611WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       482177 | PA      | $457018.41     | 0.00%             | 2037-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class D                                                                 | CUSIP: 52611WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       336863 | PA      | $312678.05     | 0.00%             | 2037-08-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class E                                                                 | CUSIP: 52611WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       167016 | PA      | $149763.27     | 0.00%             | 2037-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Lendingclub Rated Notes Issuer Trust                                      | Lendingclub Rated Notes Issuer Trust, Series 2026-P1, Class F                                                                 | CUSIP: 52611WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       169847 | PA      | $145028.76     | 0.00%             | 2037-08-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                    | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20713428 | PA      | $15595139.94   | 0.09%             | 2028-01-05      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       324000 | PA      | $334378.33     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2941000 | PA      | $3149843.35    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                             | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                                                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        16557 | NS      | $9903936.56    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       124000 | PA      | $129229.95     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       165000 | PA      | $174932.34     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104919.40     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |        31000 | PA      | $30227.08      | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       171468 | NS      | $160253992.80  | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12505000 | PA      | $11817225.00   | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Liquid Telecommunications Financing plc                                   | Liquid Telecommunications Financing plc                                                                                       | CUSIP: 536333AC1<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |       415000 | PA      | $421702.25     | 0.00%             | 2031-04-14      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        84000 | PA      | $83603.16      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        86000 | PA      | $85544.20      | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       298942 | NS      | $47214899.48   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       172000 | PA      | $168676.03     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banca Transilvania SA                                                     | Banca Transilvania SA                                                                                                         | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |       176206 | NS      | $1444167.91    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5220000 | PA      | $5220627.18    | 0.03%             | 2042-08-17      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        15494 | NS      | $8025427.18    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Polska Kasa Opieki SA                                                | Bank Polska Kasa Opieki SA                                                                                                    | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |        61746 | NS      | $3865205.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       379614 | NS      | $6317191.77    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        19393 | NS      | $4630854.47    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       545847 | NS      | $12053615.95   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Lumentum Holdings, Inc.                                                   | Lumentum Holdings, Inc.                                                                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        25490 | NS      | $23000136.80   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyra Music Assets Delaware LP                                             | Lyra Music Assets Delaware LP, Series 2024-2A, Class A2                                                                       | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      6737430 | PA      | $6778057.25    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F                                                         | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      4601569 | PA      | $4504064.51    | 0.03%             | 2034-12-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       578000 | PA      | $554232.64     | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes-Benz Group AG                                                                                                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       110502 | NS      | $6441176.68    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                         | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       329845 | PA      | $308570.34     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MHP                                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class G                                                                      | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3936000 | PA      | $3933540.00    | 0.02%             | 2038-07-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100140.90     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       345000 | PA      | $349364.25     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101312.10     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Mtp Abs Funding LLC                                                       | Mtp Abs Funding LLC, Series 2026-1A, Class A2                                                                                 | CUSIP: 55378HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6703000 | PA      | $6703000.00    | 0.04%             | 2056-04-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Mtp Abs Funding LLC                                                       | Mtp Abs Funding LLC, Series 2026-1A, Class B                                                                                  | CUSIP: 55378HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1441000 | PA      | $1447360.66    | 0.01%             | 2056-04-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |        12000 | PA      | $11832.79      | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                            | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                                     | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $729199.85     | 0.00%             | 2038-04-23      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                          | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR2                                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751123.50     | 0.00%             | 2037-04-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXI Ltd.                                            | Madison Park Funding XXXI Ltd., Series 2018-31A, Class B1R                                                                    | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250956.75     | 0.00%             | 2037-07-23      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                                                               | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      9051000 | PA      | $8974677.44    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       186000 | PA      | $174149.01     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                                                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        26652 | NS      | $7257109.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Naturgy Energy Group SA                                                   | Naturgy Energy Group SA                                                                                                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        60989 | NS      | $1916905.43    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        53690 | NS      | $13330690.10   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcobre SAC                                                              | Marcobre SAC                                                                                                                  | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |       561000 | PA      | $553426.50     | 0.00%             | 2036-01-22      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Maricopa County Industrial Development Authority                          | Maricopa County Industrial Development Authority, Series 2024                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3435000 | PA      | $3610239.27    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       275687 | NS      | $7405276.04    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       351572 | NS      | $32898868.92   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                       | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5203000 | PA      | $5239963.15    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class D                                                                       | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       861000 | PA      | $873904.67     | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-BA, Class A                                                                       | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6808000 | PA      | $6774815.08    | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                          | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       110000 | PA      | $105769.93     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       238287 | NS      | $39963112.77   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Class A                                                                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        15231 | NS      | $5508900.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       125286 | NS      | $37230134.41   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       513303 | NS      | $15947829.93   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         6881 | NS      | $2711458.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       132401 | NS      | $66587110.92   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102116.40     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9968.71       | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       121000 | PA      | $119553.70     | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |        87000 | PA      | $83525.70      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       298000 | PA      | $284012.18     | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99241.38      | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       159573 | NS      | $46849037.07   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |        56000 | PA      | $57860.88      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1802356 | PA      | $1588975.10    | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        84545 | NS      | $68921084.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                  | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1974000 | PA      | $1978853.08    | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            | 2                  | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                              | Medco Cypress Tree Pte. Ltd.                                                                                                  | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |       357000 | PA      | $372172.50     | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                                                    | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $309750.00     | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       326804 | NS      | $10555980.29   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       588000 | PA      | $605240.16     | 0.00%             | 2032-04-17      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       803000 | PA      | $795973.75     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                       | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     39843242 | PA      | $46093791.67   | 0.27%             | 2029-01-31      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         1954 | NS      | $3502799.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       366285 | NS      | $39990996.30   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Arc Holdco LLC                                                   | Meridian Arc Holdco LLC                                                                                                       | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11396000 | PA      | $11393406.16   | 0.07%             | 2031-04-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        43708 | NS      | $2943296.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                                                                | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |        89596 | NS      | $5872121.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |        86000 | PA      | $86048.39      | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       183298 | NS      | $14682169.80   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                             | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: 59284BAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       580000 | PA      | $500250.00     | 0.00%             | 2042-09-19      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MHP Lux SA                                                                | MHP Lux SA                                                                                                                    | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       318000 | PA      | $325155.00     | 0.00%             | 2029-07-28      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| MF1 LLC                                                                   | MF1 Multifamily Housing Mortgage Loan Trust, Series 2025-FL20, Class A                                                        | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5752000 | PA      | $5762917.87    | 0.03%             | 2043-02-18      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Michaels Cos., Inc. (The)                                                 | Michaels Cos., Inc. (The)                                                                                                     | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       262000 | PA      | $258738.07     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       587413 | NS      | $239535273.14  | 1.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       113815 | NS      | $10574551.65   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       268101 | NS      | $138651113.16  | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                                                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       126000 | PA      | $119858.08     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                                                      | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       707407 | NS      | $8438657.03    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       723453 | NS      | $58238009.17   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                                                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        21966 | NS      | $15315140.95   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |        87000 | NS      | $6371584.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       134000 | PA      | $135710.38     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                           | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       781000 | PA      | $756187.63     | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1584000 | PA      | $1631596.17    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       152000 | PA      | $157759.36     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Minerva Luxembourg SA                                                     | Minerva Luxembourg SA                                                                                                         | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |       503000 | PA      | $493191.50     | 0.00%             | 2036-04-22      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                                                             | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       163000 | NS      | $1603895.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of the Philippine Islands                                            | Bank of the Philippine Islands                                                                                                | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | EC               | CORP              | PH        |       684170 | NS      | $996066.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       113278 | NS      | $5203991.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      2396200 | NS      | $6302549.86    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |        73000 | PA      | $65522.65      | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       148000 | PA      | $150582.57     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fortescue Ltd.                                                            | Fortescue Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       331416 | NS      | $4776722.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc., Class A                                                                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        56900 | NS      | $14272227.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         6032 | NS      | $9738121.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mahindra & Mahindra Ltd.                                                  | Mahindra & Mahindra Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |       636357 | NS      | $20870762.20   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| IndusInd Bank Ltd.                                                        | IndusInd Bank Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |        84294 | NS      | $818453.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gold Circuit Electronics Ltd.                                             | Gold Circuit Electronics Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        39000 | NS      | $1765372.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GAIL India Ltd.                                                           | GAIL India Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |       577581 | NS      | $999149.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Obic Co. Ltd.                                                             | Obic Co. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        91800 | NS      | $2439416.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       273542 | NS      | $10826612.13   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mirvac Group                                                              | Mirvac Group                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2468685 | NS      | $3049926.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                       | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2110000 | PA      | $1980052.70    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| KT&G Corp.                                                                | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        43914 | NS      | $5279036.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       550000 | PA      | $561171.88     | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                    | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |      2836860 | NS      | $626670.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        10732 | NS      | $4711669.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       926507 | NS      | $9389927.34    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       197721 | NS      | $2489133.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chroma ATE, Inc.                                                          | Chroma ATE, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        28000 | NS      | $1913249.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        11628 | NS      | $1464624.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      5792000 | NS      | $8709557.23    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| Rio Tinto Ltd.                                                            | Rio Tinto Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        35930 | NS      | $4401051.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Commercial International Bank Egypt SAE                                   | Commercial International Bank Egypt SAE                                                                                       | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |      1475560 | NS      | $3715724.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mueller Industries, Inc.                                                  | Mueller Industries, Inc.                                                                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        18628 | NS      | $2522790.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97156.24      | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       195000 | PA      | $194066.09     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Sumitomo Pharma Co. Ltd.                                                  | Sumitomo Pharma Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 529900D60UKVYLJ2OJ79       | Long             | EC               | CORP              | JP        |       155900 | NS      | $1721116.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       584700 | NS      | $5503702.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Delta Electronics, Inc.                                                   | Delta Electronics, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |        98000 | NS      | $6872295.75    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $301690.50     | 0.00%             | 2029-04-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       235000 | PA      | $236762.50     | 0.00%             | 2030-03-02      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       285000 | PA      | $282221.25     | 0.00%             | 2030-08-04      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Nanya Technology Corp.                                                    | Nanya Technology Corp.                                                                                                        | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |       504000 | NS      | $3568003.52    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NCR Voyix Corp.                                                           | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97924.52      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       254000 | PA      | $252753.80     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        43000 | PA      | $41616.74      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NCL Finance Ltd.                                                          | NCL Finance Ltd.                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        88000 | PA      | $89279.96      | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Ciputra Development Tbk. PT                                               | Ciputra Development Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |     14906600 | NS      | $594197.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        41481 | NS      | $6453613.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       281000 | PA      | $279956.98     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       129000 | PA      | $129997.43     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       173000 | PA      | $175011.99     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        28000 | PA      | $27987.24      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                | Doosan Enerbility Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |        19700 | NS      | $1716908.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tripod Technology Corp.                                                   | Tripod Technology Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        73000 | NS      | $1051728.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SBI Holdings, Inc.                                                        | SBI Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |       180500 | NS      | $3642133.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elite Material Co. Ltd.                                                   | Elite Material Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        45000 | NS      | $6705208.61    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | Fast Retailing Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        20800 | NS      | $9791503.12    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       509249 | NS      | $9147558.60    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | NUSS              | UZ        |       499000 | PA      | $512722.50     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      4178000 | PA      | $4444794.55    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-C, Class A                                                                          | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4072013 | PA      | $4041052.75    | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                            | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4652597 | PA      | $4580497.88    | 0.03%             | 2060-04-15      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                            | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1299058 | PA      | $1156598.31    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                            | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3488260 | PA      | $3242393.94    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                             | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4055809 | PA      | $4110178.06    | 0.02%             | 2072-10-15      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Navient Education Loan Trust                                              | Navient Education Loan Trust, Series 2026-A, Class A                                                                          | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2046000 | PA      | $2038137.63    | 0.01%             | 2056-09-15      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Navient Education Loan Trust                                              | Navient Education Loan Trust, Series 2026-A, Class B                                                                          | CUSIP: 63943MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       617000 | PA      | $613785.18     | 0.00%             | 2056-09-15      | Fixed         | 5.06%                 | No            | 2                  | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-B, Class A                                                                          | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5785112 | PA      | $5733629.54    | 0.03%             | 2055-09-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Nebius Group NV                                                           | Nebius Group NV                                                                                                               | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      2449000 | PA      | $2704430.70    | 0.02%             | 2033-03-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9751015 | PA      | $9676363.65    | 0.06%             | 2057-03-15      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                            | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6450000 | PA      | $5684284.38    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                            | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6099000 | PA      | $5511224.12    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                             | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6030000 | PA      | $5477890.79    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-CA, Class C                                                                            | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       850000 | PA      | $749729.50     | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                          | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6462815 | PA      | $6446703.66    | 0.04%             | 2065-06-22      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                            | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4199000 | PA      | $4093162.11    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       116000 | PA      | $119708.64     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                                                        | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       302000 | PA      | $302239.61     | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                              | Harmony Gold Mining Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |       113051 | NS      | $1782151.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        47620 | NS      | $5274867.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       401349 | NS      | $37570279.89   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.                                | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class BR                                                         | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250489.33     | 0.00%             | 2037-01-20      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Hitachi Ltd.                                                              | Hitachi Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |        63400 | NS      | $2016015.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | Hon Hai Precision Industry Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |       594000 | NS      | $4196621.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                     | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        19740 | NS      | $6181140.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Hynix, Inc.                                                            | SK Hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        57065 | NS      | $50888780.21   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Motor Co.                                                         | Hyundai Motor Co.                                                                                                             | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |         3123 | NS      | $1131961.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TS Financial Holding Co., Ltd.                                            | TS Financial Holding Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900NDEO99JV07HK17       | Long             | EC               | CORP              | TW        |      1773000 | NS      | $1337402.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd.                                                         | Isuzu Motors Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |       290100 | NS      | $3997147.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       386100 | NS      | $14384053.66   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| New Mountain CLO 1 Ltd.                                                   | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                                                                            | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |      1230000 | PA      | $1231654.97    | 0.01%             | 2038-01-15      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| New Oriental Education & Technology Group, Inc.                           | New Oriental Education & Technology Group, Inc.                                                                               | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |        23392 | NS      | $1279308.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kajima Corp.                                                              | Kajima Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       221500 | NS      | $8657122.05    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kansai Paint Co. Ltd.                                                     | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |        82286 | NS      | $1234906.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kao Corp.                                                                 | Kao Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        54800 | NS      | $2042114.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        12416 | NS      | $1280608.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        35600 | NS      | $16328506.93   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       611543 | NS      | $8543255.71    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lasertec Corp.                                                            | Lasertec Corp.                                                                                                                | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |        25600 | NS      | $7075287.60    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       113000 | PA      | $109698.52     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       212000 | PA      | $221532.58     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Metropolitan Bank & Trust Co.                                             | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       633600 | NS      | $690544.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        27160 | NS      | $3017204.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                                                             | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       362000 | PA      | $382566.16     | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       778927 | NS      | $76241374.76   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                           | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       124000 | PA      | $124791.87     | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                           | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100769.60     | 0.00%             | 2033-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      1873722 | NS      | $24924564.80   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       647000 | PA      | $773326.75     | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       571000 | PA      | $629527.50     | 0.00%             | 2046-01-13      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| Asia Vital Components Co. Ltd.                                            | Asia Vital Components Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        18000 | NS      | $1647959.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                            | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |       237510 | NS      | $892335.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       220000 | PA      | $205462.25     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       122000 | PA      | $121320.67     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       158000 | PA      | $155611.83     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $208492.02     | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        63000 | PA      | $65524.16      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $515184.00     | 0.00%             | 2030-07-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Nordstrom, Inc.                                                           | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |        94000 | PA      | $89324.87      | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        24959 | NS      | $7882800.97    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       293957 | NS      | $2518102.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Manappuram Finance Ltd.                                                   | Manappuram Finance Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | EC               | CORP              | IN        |       217068 | NS      | $674566.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        76400 | NS      | $3285407.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       181400 | NS      | $4175561.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | Mitsubishi Heavy Industries Ltd.                                                                                              | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       319700 | NS      | $9541733.65    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Kinzoku Co. Ltd.                                                   | Mitsui Kinzoku Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 35380021EYAHSQM25559       | Long             | EC               | CORP              | JP        |        31400 | NS      | $8627423.21    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      1440032 | NS      | $7635169.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        54700 | NS      | $1814084.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Denso Corp.                                                               | Denso Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       262100 | NS      | $3131585.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       740800 | NS      | $11411111.09   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                                                         | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |        84800 | NS      | $3666713.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                              | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |     22922500 | NS      | $5832665.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      1338000 | PA      | $1386695.84    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                                                                | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       158200 | NS      | $3719389.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        13546 | NS      | $2253241.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        12246 | NS      | $7096312.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wistron Corp.                                                             | Wistron Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 254900DIEONKUALBFM06       | Long             | EC               | CORP              | TW        |       712000 | NS      | $3135748.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110453.64     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       126000 | PA      | $122786.43     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       110000 | NS      | $1841589.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                                          | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $99956.78      | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                                                          | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       160000 | PA      | $168741.92     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       129000 | PA      | $123356.25     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |        80000 | PA      | $82017.28      | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Nucor Corp.                                                               | Nucor Corp.                                                                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        71176 | NS      | $16035241.04   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2290891 | NS      | $457193116.87  | 2.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuvalent, Inc.                                                            | Nuvalent, Inc., Class A                                                                                                       | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12711 | NS      | $1274659.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      1104000 | PA      | $1187241.60    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                 | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       575000 | PA      | $575953.93     | 0.00%             | 2038-07-19      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2013-2A, Class AR2                                                                              | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751239.00     | 0.00%             | 2038-10-20      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2016-1A, Class B1R2                                                                             | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251054.23     | 0.00%             | 2037-07-20      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                                                       | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2623000 | PA      | $2614803.13    | 0.02%             | 2042-02-15      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       276000 | PA      | $284394.83     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Phison Electronics Corp.                                                  | Phison Electronics Corp.                                                                                                      | CUSIP: N/A<br>LEI: 984500BA9RE56493C972       | Long             | EC               | CORP              | TW        |        29000 | NS      | $1814702.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $729495.28     | 0.00%             | 2035-01-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-27A, Class D1                                                                                   | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004166.00    | 0.01%             | 2037-10-22      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                                                            | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |        81000 | PA      | $82562.81      | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ConnectWise LLC                                                           | ConnectWise LLC, 1st Lien Term Loan                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3726885 | PA      | $3458027.16    | 0.02%             | 2028-09-29      | Variable      | 7.46%                 | No            | 2                  | On Loan: No      |
| Japan Exchange Group, Inc.                                                | Japan Exchange Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       393900 | NS      | $4692029.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | Weichai Power Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |       608000 | NS      | $3022299.83    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| International Games System Co. Ltd.                                       | International Games System Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        60000 | NS      | $1426146.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       223460 | NS      | $13537206.80   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        55273 | NS      | $4451853.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                      | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       226443 | NS      | $1743.61       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                                         | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class AR2                                                                | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1350000 | PA      | $1348713.72    | 0.01%             | 2038-04-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       772693 | NS      | $116358053.19  | 0.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                            | Santen Pharmaceutical Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       195607 | NS      | $2015823.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      1236100 | NS      | $7121659.98    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                                                          | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |        59000 | PA      | $54779.45      | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Resonac Holdings Corp.                                                    | Resonac Holdings Corp.                                                                                                        | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |        28100 | NS      | $2571547.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Olin Corp.                                                                | Olin Corp.                                                                                                                    | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99328.12      | 0.00%             | 2029-08-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       200000 | PA      | $201185.80     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       201000 | PA      | $196466.00     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                                                     | CUSIP: L1802PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1860000 | PA      | $2188446.47    | 0.01%             | 2029-08-06      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                                                              | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       319700 | NS      | $6405295.65    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        29000 | PA      | $28460.40      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       156000 | PA      | $154033.21     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101763.92     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       173000 | PA      | $174552.33     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                                                                         | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3210000 | PA      | $3224043.75    | 0.02%             | 2042-08-11      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507024.50     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                         | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13658912 | PA      | $12771082.72   | 0.07%             | 2030-02-01      | Variable      | 9.11%                 | No            | 2                  | On Loan: No      |
| ONNI Commerical Mortgage Trust                                            | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A                                                                      | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2626000.00    | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       198000 | PA      | $178455.08     | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Open Text Holdings, Inc.                                                  | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $85387.42      | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2036                                                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       345000 | PA      | $344137.50     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       249611 | NS      | $40284719.29   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      3486720 | PA      | $3363220.38    | 0.02%             | 2028-12-21      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       818900 | NS      | $9158116.96    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Advantest Corp.                                                           | Advantest Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |       109900 | NS      | $20520370.86   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      4296000 | NS      | $298236348.16  | 1.73%             |  |  |  | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       310720 | NS      | $24198873.60   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        21600 | NS      | $6365149.03    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        51500 | NS      | $2021673.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |        12000 | PA      | $11982.22      | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       119000 | PA      | $113724.22     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC, 1st Lien Term Loan B                                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5970580 | PA      | $5915830.06    | 0.03%             | 2029-01-29      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| United Microelectronics Corp.                                             | United Microelectronics Corp.                                                                                                 | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |      2270000 | NS      | $5701914.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       181454 | NS      | $1517993.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PBF Energy, Inc.                                                          | PBF Energy, Inc., Class A                                                                                                     | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        66846 | NS      | $2898442.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        89743 | NS      | $1491528.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       322000 | PA      | $331195.35     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp.                                                                                                           | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10026000.00   | 0.06%             | 2028-10-16      | Fixed         | 5.54%                 | No            | 3                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        39747 | NS      | $8863581.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                                            | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                       | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       929000 | PA      | $252179.65     | 0.00%             | 2038-07-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Rainbow Finco SARL                                                        | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      4102564 | PA      | $4855082.97    | 0.03%             | 2029-02-26      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                                      | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2732000 | PA      | $2774810.44    | 0.02%             | 2042-08-10      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class D                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5600000 | PA      | $5554639.44    | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                | PacifiCorp                                                                                                                    | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       168000 | PA      | $167451.88     | 0.00%             | 2056-08-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       264979 | NS      | $36861228.69   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Winbond Electronics Corp.                                                 | Winbond Electronics Corp.                                                                                                     | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |      2455000 | NS      | $7242857.96    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        74741 | NS      | $13402556.12   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Palomino Funding Trust I                                                  | Palomino Funding Trust I                                                                                                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       665000 | PA      | $692903.30     | 0.00%             | 2028-05-17      | Fixed         | 7.23%                 | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                         | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       137894 | NS      | $3423975.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       560000 | PA      | $598253.60     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       248000 | PA      | $249161.31     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Paramount Skydance Corp.                                                  | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        35184 | NS      | $360284.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       183000 | PA      | $182562.10     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |        38000 | PA      | $38795.45      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      5319864 | PA      | $5062914.52    | 0.03%             | 2029-04-13      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        59043 | NS      | $53694885.06   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment, Inc.                                                  | Penn Entertainment, Inc.                                                                                                      | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99174.55      | 0.00%             | 2031-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95164.47      | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121577.88     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        99000 | PA      | $97352.01      | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96783.35      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        39731 | NS      | $5871831.36    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Allwyn AG                                                                 | Allwyn AG, Class R                                                                                                            | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | CH        |        13152 | NS      | $187824.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        29578 | NS      | $2991511.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                                                     | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        44840 | NS      | $4166821.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          301 | NS      | $1819971.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinor ASA                                                               | Equinor ASA                                                                                                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |       120827 | NS      | $4917326.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       213873 | NS      | $33896731.77   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96950.41      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101367.00     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |        12000 | PA      | $12482.64      | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       108000 | PA      | $101624.53     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      9386306 | PA      | $8234637.89    | 0.05%             | 2027-04-23      | Variable      | 10.05%                | No            | 3                  | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      5845882 | PA      | $5767218.39    | 0.03%             | 2027-07-06      | Variable      | 11.73%                | No            | 3                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       724000 | PA      | $665537.00     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       472000 | PA      | $390698.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       371000 | PA      | $370536.25     | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       334000 | PA      | $333428.86     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3354000 | PA      | $3419403.00    | 0.02%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       670000 | PA      | $674355.00     | 0.00%             | 2027-01-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       734000 | PA      | $718402.50     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     10842189 | PA      | $11611984.42   | 0.07%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PetSmart LLC                                                              | PetSmart LLC                                                                                                                  | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |       250000 | PA      | $252519.00     | 0.00%             | 2033-09-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       479584 | NS      | $12804892.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       250053 | NS      | $41276248.71   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        15451 | NS      | $2768046.65    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        35560 | NS      | $7526970.60    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 4                                                          | Pikes Peak CLO 4, Series 2019-4A, Class ARR                                                                                   | CUSIP: 72132WAN9<br>LEI: 2549002NRPBIF0UZPU88 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $350272.02     | 0.00%             | 2034-07-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96114.40      | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       107926 | NS      | $11194084.72   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      6234000 | PA      | $6230676.03    | 0.04%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Planet Fitness Master Issuer LLC                                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                                  | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      5870000 | PA      | $5826974.66    | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                                                                         | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       606000 | PA      | $633391.20     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        42654 | NS      | $4479587.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       366000 | PA      | $366915.00     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       889000 | PA      | $828876.93     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        33874 | NS      | $4543483.34    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Popular, Inc.                                                             | Popular, Inc.                                                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        19411 | NS      | $2918055.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Port of Beaumont Navigation District                                      | Port of Beaumont Navigation District, Series 2024B                                                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      4920000 | PA      | $4922028.52    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94013.84      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        91000 | PA      | $92737.83      | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       119000 | PA      | $118953.71     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        96000 | PA      | $95368.89      | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Primo Water Holdings, Inc.                                                | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97589.54      | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PRIO Luxembourg Holding SARL                                              | PRIO Luxembourg Holding SARL                                                                                                  | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |       744000 | PA      | $740860.32     | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       106742 | NS      | $15700680.78   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                  | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       263076 | PA      | $261731.07     | 0.00%             | 2051-07-25      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                  | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       152348 | PA      | $151514.47     | 0.00%             | 2051-07-25      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class D                                                                                  | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       100499 | PA      | $100534.95     | 0.00%             | 2051-07-25      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       249772 | NS      | $50274108.16   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR3, Class F                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2735772 | PA      | $2729868.75    | 0.02%             | 2026-05-17      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       101789 | NS      | $14456073.78   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                                                    | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      2700585 | PA      | $3792664.40    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| Protagonist Therapeutics, Inc.                                            | Protagonist Therapeutics, Inc.                                                                                                | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9058 | NS      | $896470.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       171891 | NS      | $16864226.01   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7472000 | PA      | $7327741.83    | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |        52000 | PA      | $52500.29      | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       131000 | PA      | $133625.30     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       290000 | PA      | $294575.63     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     92389186 | PA      | $9931837.50    | 0.06%             | 2026-10-01      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     82684528 | PA      | $8.27          | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| RD Michigan Property Owner I LLC                                          | RD Michigan Property Owner I LLC                                                                                              | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4820000 | PA      | $4819031.42    | 0.03%             | 2045-03-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      8271000 | PA      | $0.83          | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            | 3                  | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       113000 | PA      | $111087.99     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       113000 | PA      | $112322.89     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RR 38 Ltd.                                                                | RR 38 Ltd., Series 2025-38A, Class A1A                                                                                        | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249817.68     | 0.00%             | 2040-04-15      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       251000 | PA      | $256401.91     | 0.00%             | 2029-12-15      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       491000 | PA      | $268208.75     | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       213000 | PA      | $113503.44     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Ralph Lauren Corp.                                                        | Ralph Lauren Corp., Class A                                                                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        22975 | NS      | $8239754.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |         6834 | NS      | $1203262.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Reese Park CLO Ltd.                                                       | Reese Park CLO Ltd., Series 2020-1A, Class ARR                                                                                | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $731618.99     | 0.00%             | 2038-01-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Holdings UK Ltd.                                            | INEOS Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                 | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      5050316 | PA      | $5522290.73    | 0.03%             | 2029-04-03      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                                  | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Y                                                                       | CUSIP: G9368PBH6<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      2000000 | PA      | $1864580.00    | 0.01%             | 2031-03-31      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                         | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       690423 | PA      | $690104.09     | 0.00%             | 2038-04-15      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                | Regatta XVIII Funding Ltd., Series 2021-1A, Class BR                                                                          | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $602404.44     | 0.00%             | 2038-04-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        12342 | NS      | $8726534.52    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Regatta 31 Funding Ltd.                                                   | Regatta 31 Funding Ltd., Series 2025-1A, Class A1                                                                             | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1099669.34    | 0.01%             | 2038-03-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2025-2, Class A                                                                    | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9605000 | PA      | $9533412.97    | 0.06%             | 2037-11-16      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                                              | Renew Treasury Ifsc Pvt Ltd.                                                                                                  | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |       628000 | PA      | $624420.40     | 0.00%             | 2031-02-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2024-A, Class A                                                                       | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8036000 | PA      | $8069474.76    | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2025-A, Class A                                                                       | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8768000 | PA      | $8713063.22    | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc., Class A                                                                                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        12366 | NS      | $2587214.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       606784 | PA      | $557958.76     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        14254 | NS      | $3047647.74    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Resorts World Las Vegas LLC                                               | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $178500.00     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Resort Communities LoanCo. LP                                             | Resort Communities LoanCo. LP                                                                                                 | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     58890431 | PA      | $58118966.35   | 0.34%             | 2028-11-21      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                                           | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      6226000 | PA      | $6073227.66    | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Robinhood Markets, Inc.                                                   | Robinhood Markets, Inc., Class A                                                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        62791 | NS      | $4576835.99    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ROBLOX Corp.                                                              | ROBLOX Corp.                                                                                                                  | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |        78000 | PA      | $73880.81      | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        35973 | PA      | $31689.85      | 0.00%             | 2028-08-01      | Variable      | 11.15%                | No            | 2                  | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       146000 | PA      | $147780.47     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       205000 | PA      | $208831.25     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       111000 | PA      | $114732.38     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       138000 | PA      | $137317.05     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                                                           | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500658.80     | 0.00%             | 2034-04-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98631.67      | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-1A, Class A                                                                              | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |        20962 | PA      | $20961.61      | 0.00%             | 2031-05-20      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        86202 | NS      | $35248859.82   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       138000 | PA      | $142362.25     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       662000 | PA      | $663555.70     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ross Stores, Inc.                                                         | Ross Stores, Inc.                                                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        36653 | NS      | $8349186.87    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99984.66      | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SCG Commercial Mortgage Trust                                             | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                                                                      | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2965000 | PA      | $2965663.27    | 0.02%             | 2035-03-15      | Floating      | 6.60%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        58858 | NS      | $25381335.34   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                  | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       113000 | PA      | $111893.22     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SLM Private Education Loan Trust                                          | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                     | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      7949736 | PA      | $8332011.33    | 0.05%             | 2041-10-15      | Floating      | 8.52%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class B                                                                      | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       688334 | PA      | $672021.26     | 0.00%             | 2053-01-15      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                      | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10775590 | PA      | $9481361.18    | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       163866 | NS      | $5084761.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       792000 | PA      | $812430.43     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102651.90     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       118000 | PA      | $119631.35     | 0.00%             | 2034-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                              | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |       586652 | NS      | $248540986.32  | 1.44%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                                | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |       172395 | NS      | $12041790.75   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| State Street SPDR S&P Homebuilders ETF                                    | State Street SPDR S&P Homebuilders ETF                                                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             |  | RF                | US        |        76392 | NS      | $8097552.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       160000 | PA      | $159859.68     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| State Street Blackstone Senior Loan ETF                                   | State Street Blackstone Senior Loan ETF                                                                                       | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |       203395 | NS      | $8257837.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                             | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2462575 | PA      | $2473623.72    | 0.01%             | 2030-11-12      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SV RNO Property Owner 1 LLC                                               | SV RNO Property Owner 1 LLC                                                                                                   | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       249000 | PA      | $244306.02     | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       838000 | PA      | $729638.22     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       925000 | PA      | $799005.75     | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Sabre Financial Borrower LLC                                              | Sabre Financial Borrower LLC                                                                                                  | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1504000 | PA      | $1543883.07    | 0.01%             | 2029-06-15      | Fixed         | 11.12%                | No            | 2                  | On Loan: No      |
| Rain Carbon, Inc.                                                         | Rain Carbon, Inc., 1st Lien Term Loan                                                                                         | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $1161913.50    | 0.01%             | 2028-10-31      | Variable      | 7.11%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                         | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    172054644 | NS      | $172106260.61  | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     16288000 | PA      | $11902443.79   | 0.07%             | 2027-08-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      9773000 | PA      | $7062808.42    | 0.04%             | 2026-08-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp., 1st Lien Term Loan                                                                                               | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3740253 | PA      | $2655579.52    | 0.02%             | 2029-11-19      | Variable      | 7.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       254485 | NS      | $10204.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27356 | NS      | $166598.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       252000 | PA      | $264411.00     | 0.00%             | 2033-04-10      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                       | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1083000 | PA      | $933372.72     | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                                                         | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2282348 | PA      | $2285291.73    | 0.01%             | 2031-02-28      | Variable      | 6.15%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        30593 | NS      | $2803542.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68604.08      | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5827000 | PA      | $6089704.47    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3179000 | PA      | $3329932.56    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5055000 | PA      | $5621776.71    | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      8274246 | PA      | $8000202.60    | 0.05%             | 2031-02-06      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      1431000 | PA      | $1389540.50    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       128000 | PA      | $124104.04     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       584000 | PA      | $598892.00     | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                                   | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99267.94      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |        84000 | PA      | $83831.38      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      8982000 | PA      | $9217220.62    | 0.05%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      4092000 | PA      | $3759851.13    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc., Class A                                                                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46422 | NS      | $2760252.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| 720 East CLO VII Ltd.                                                     | 720 East CLO VII Ltd., Series 2025-7A, Class A1                                                                               | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2600000 | PA      | $2599347.14    | 0.02%             | 2037-04-20      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                                                        | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       997462 | PA      | $836930.41     | 0.00%             | 2029-02-15      | Variable      | 8.96%                 | No            | 2                  | On Loan: No      |
| Eleda Management AB                                                       | Eleda Management AB, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      2166665 | PA      | $2563046.20    | 0.01%             | 2031-04-03      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1327206 | PA      | $374457.93     | 0.00%             | 2028-04-30      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1929182 | PA      | $1569871.86    | 0.01%             | 2028-04-30      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                           | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59881.44      | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 5 Ltd.                                                    | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A1R                                                                             | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300372.18     | 0.00%             | 2037-04-25      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| QXO, Inc.                                                                 | QXO, Inc.                                                                                                                     | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68166 | NS      | $1368091.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       353000 | PA      | $351984.38     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       110000 | PA      | $102353.81     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97110.74      | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XII Ltd.                                                 | Sixth Street CLO XII Ltd., Series 2018-12A, Class BR2                                                                         | CUSIP: 829928AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1253122.75    | 0.01%             | 2039-01-17      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98600.32      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        99791 | NS      | $1874074.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       946000 | PA      | $961751.85     | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIII Ltd.                                                | Sixth Street CLO XIII Ltd., Series 2019-13A, Class D1R2                                                                       | CUSIP: 83012XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $996824.10     | 0.01%             | 2038-01-21      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Skyworks Solutions, Inc.                                                  | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       293397 | NS      | $20587667.49   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-D, Class A1B                                                                    | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6119580 | PA      | $6107051.23    | 0.04%             | 2053-07-15      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class B                                                                      | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       538374 | PA      | $525551.78     | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                      | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       705902 | PA      | $635524.24     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                      | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       197002 | PA      | $176119.16     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| J M Smucker Co. (The)                                                     | J M Smucker Co. (The)                                                                                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        56632 | NS      | $5551634.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |        85000 | PA      | $89000.27      | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       226000 | PA      | $218739.13     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       114432 | NS      | $15616535.04   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3411753 | PA      | $0.34          | 0.00%             | 2028-06-05      | Variable      | 15.25%                | No            | 3                  | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                              | CUSIP: X3000CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1226628 | PA      | $1450846.92    | 0.01%             | 2028-06-30      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2026-B, Class A                                                                      | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16686000 | PA      | $16684529.96   | 0.10%             | 2036-02-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2026-B, Class B                                                                      | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1665000 | PA      | $1663192.48    | 0.01%             | 2036-02-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2026-B, Class C                                                                      | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1589000 | PA      | $1586867.24    | 0.01%             | 2036-02-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2026-B, Class D                                                                      | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1560000 | PA      | $1558171.21    | 0.01%             | 2036-02-25      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                             | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1555910 | PA      | $1557142.99    | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                     | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4819332 | PA      | $5156369.81    | 0.03%             | 2031-05-12      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       193107 | NS      | $14259020.88   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     14279000 | PA      | $21811172.50   | 0.13%             | 2031-10-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |        18000 | PA      | $17904.12      | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Sonic Automotive, Inc.                                                    | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96147.09      | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       920000 | PA      | $685400.00     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1303000 | PA      | $1052824.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       643000 | PA      | $672578.00     | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       880000 | PA      | $898744.00     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       226000 | PA      | $212892.00     | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                           | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |        46000 | PA      | $48632.79      | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc, 1st Lien Term Loan                                                                                         | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4359697 | PA      | $4863069.76    | 0.03%             | 2031-06-23      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        89296 | NS      | $8634923.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        26850 | NS      | $4609876.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Aernnova Aerospace SAU                                                    | Aernnova Aerospace SAU, Facility 1st Lien Term Loan B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      4817500 | PA      | $5590450.72    | 0.03%             | 2030-02-27      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                            | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2518492 | PA      | $1259245.85    | 0.01%             | 2028-10-25      | Variable      | 9.43%                 | No            | 3                  | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                    | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       133641 | PA      | $129163.23     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                   | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1608006 | PA      | $1501485.63    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A                                                                   | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4220787 | PA      | $3855866.44    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Alorica, Inc.                                                             | Alorica, Inc., 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9954547 | PA      | $9705683.63    | 0.06%             | 2027-12-21      | Variable      | 10.53%                | No            | 3                  | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       153000 | PA      | $155915.21     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       124000 | PA      | $124125.12     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |        17000 | PA      | $16967.19      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       110000 | PA      | $109910.12     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP2, Class F                                                                                        | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2325000 | PA      | $2324273.44    | 0.01%             | 2036-11-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       127000 | PA      | $128254.76     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       177000 | PA      | $176886.56     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                                                        | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $812223.36     | 0.00%             | 2035-11-14      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49712.38      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| IGT Holding IV AB                                                         | IGT Holding IV AB, Facility 1st Lien Term Loan B4                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      4000000 | PA      | $4650611.60    | 0.03%             | 2031-08-29      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Obol France 3 SAS                                                         | Obol France 3 SAS, Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2751691 | PA      | $3197905.10    | 0.02%             | 2028-12-29      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       142608 | NS      | $15020900.64   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        41000 | PA      | $41479.17      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       136000 | PA      | $139338.26     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        22000 | PA      | $21894.83      | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                     | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |         8430 | NS      | $154606.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Universal LLC                                                      | Galaxy Universal LLC, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18644768 | PA      | $17457096.46   | 0.10%             | 2026-11-12      | Variable      | 10.25%                | No            | 3                  | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        31082 | NS      | $4750572.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                                                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98444.94      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                        | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $205001.00     | 0.00%             | 2031-02-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       749000 | PA      | $294207.20     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                         | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       630000 | PA      | $600468.75     | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      1308000 | PA      | $1357272.36    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Stonex Escrow Issuer LLC                                                  | Stonex Escrow Issuer LLC                                                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        92000 | PA      | $95122.94      | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       156799 | NS      | $49412068.87   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5150800 | PA      | $5185014.70    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Suburban Propane Partners LP                                              | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10560.63      | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., 1st Lien Term Loan                                                                                | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2350000 | PA      | $2753085.38    | 0.02%             | 2031-09-30      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| Summit Issuer LLC                                                         | Summit Issuer LLC, Series 2025-1A, Class A2                                                                                   | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7997000 | PA      | $8001679.84    | 0.05%             | 2055-11-20      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       143000 | PA      | $146405.83     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       143000 | PA      | $149767.90     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2495000 | PA      | $2583712.22    | 0.01%             | 2030-09-18      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       223000 | PA      | $218538.73     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99531.54      | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                                                                        | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |       627000 | PA      | $685820.44     | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Sword Purchaser LLC                                                       | Sword Purchaser LLC                                                                                                           | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102315.82     | 0.00%             | 2033-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        14363 | NS      | $6931583.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp.                                                           | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        25009 | NS      | $5706553.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        62246 | NS      | $4743145.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103666.87     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXI Ltd.                                                     | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |       341962 | PA      | $341970.59     | 0.00%             | 2032-07-15      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                                                   | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       486167 | PA      | $486308.98     | 0.00%             | 2034-01-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                                                   | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500888.65     | 0.00%             | 2034-01-15      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       447791 | NS      | $70191239.25   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        14942 | NS      | $2921161.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Taco Bell Funding LLC                                                     | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7941000 | PA      | $7850833.12    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            | 2                  | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        35144 | NS      | $7512381.44    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       116000 | PA      | $115134.27     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Market Bidco Ltd.                                                         | Market Bidco Ltd., Facility 1st Lien Term Loan B4                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1596000 | PA      | $2146238.86    | 0.01%             | 2030-11-04      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        42000 | PA      | $41898.86      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100530.40     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       113000 | PA      | $116416.22     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Market Bidco Ltd.                                                         | Market Bidco Ltd., Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1704500 | PA      | $1986943.14    | 0.01%             | 2030-11-04      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       117502 | NS      | $17042490.08   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       110251 | NS      | $28674080.08   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Hospitality Corp.                                                  | Target Hospitality Corp.                                                                                                      | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62605 | NS      | $910276.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                                         | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99595.55      | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                                                          | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       591249 | PA      | $627256.06     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       762000 | PA      | $862785.17     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Teleflex, Inc.                                                            | Teleflex, Inc.                                                                                                                | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |        29000 | PA      | $28578.85      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       142000 | PA      | $143586.28     | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| FNZ NZ Finco Ltd.                                                         | FNZ NZ Finco Ltd., 1st Lien Term Loan                                                                                         | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |      8500000 | PA      | $9513343.44    | 0.06%             | 2031-11-05      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |        98000 | PA      | $94802.62      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         1388 | NS      | $84695.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       434000 | PA      | $430659.02     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       215000 | PA      | $216277.96     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       168000 | PA      | $169996.18     | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                                                   | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |        92000 | PA      | $93505.76      | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       299655 | NS      | $114357337.65  | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       213191 | NS      | $7476608.37    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       334000 | PA      | $333585.84     | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      7458000 | PA      | $7455310.57    | 0.04%             | 2031-05-06      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      4288000 | PA      | $4253423.84    | 0.02%             | 2032-02-27      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        48708 | NS      | $13690844.64   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        45882 | NS      | $4402836.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        84917 | NS      | $40671846.32   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        58710 | NS      | $8602189.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       545000 | PA      | $530642.51     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                                                           | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7174968 | PA      | $6305002.80    | 0.04%             | 2029-03-01      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        37758 | NS      | $5366922.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                                                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         4681 | NS      | $2072278.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp.                                                            | TopBuild Corp.                                                                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |        52000 | PA      | $51686.74      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Toucan FinCo. Ltd.                                                        | Toucan FinCo. Ltd.                                                                                                            | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |      3012086 | PA      | $2639499.70    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                                                         | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3000000 | PA      | $3541477.14    | 0.02%             | 2032-01-28      | Variable      | 5.14%                 | No            | 2                  | On Loan: No      |
| Applegreen Ltd.                                                           | Applegreen Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      2272152 | PA      | $2682711.47    | 0.02%             | 2032-01-26      | Variable      | 6.61%                 | No            | 2                  | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18685 | NS      | $21674226.30   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98676.91      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        47000 | PA      | $46447.20      | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       260000 | PA      | $263512.08     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103060.50     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       231000 | PA      | $239378.37     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        68000 | PA      | $69883.12      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       422000 | PA      | $425244.76     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NJJ Continental SA                                                        | NJJ Continental SA, Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      2085107 | PA      | $2456362.77    | 0.01%             | 2032-01-26      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                   | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3980146 | PA      | $3949458.76    | 0.02%             | 2030-04-26      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       108000 | PA      | $115726.75     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      1381000 | PA      | $1433859.16    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                   | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                                                   | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1818402 | PA      | $1819747.92    | 0.01%             | 2028-05-04      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                                                                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        20446 | NS      | $6238892.44    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramsay Generale De Sante SA                                               | Ramsay Generale De Sante SA, Facility 1st Lien Term Loan B5                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3509753.38    | 0.02%             | 2031-08-13      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                    | CUSIP: 05988HAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1941098 | PA      | $2180732.23    | 0.01%             | 2031-07-30      | Variable      | 5.46%                 | No            | 2                  | On Loan: No      |
| VDK Groep BV                                                              | VDK Groep BV, Facility 1st Lien Term Loan B1                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      1000000 | PA      | $1180985.31    | 0.01%             | 2032-02-18      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| Aenova Holding GmbH                                                       | Aenova Holding GmbH, Facility 1st Lien Term Loan B1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2660377 | PA      | $3136839.18    | 0.02%             | 2031-08-22      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC, 1st Lien Term Loan                                                                                     | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1647360 | PA      | $1627805.84    | 0.01%             | 2032-01-28      | Variable      | 7.65%                 | No            | 2                  | On Loan: No      |
| Schoen Klinik SE                                                          | Schoen Klinik SE, Facility 1st Lien Term Loan B2                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2666667 | PA      | $3147354.13    | 0.02%             | 2031-01-13      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                                                                 | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       635000 | PA      | $650284.45     | 0.00%             | 2036-01-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6095350 | PA      | $6100287.23    | 0.04%             | 2031-02-17      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       213000 | PA      | $232229.43     | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| United Petfood Finance BV                                                 | United Petfood Finance BV, 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |      4977528 | PA      | $5856480.42    | 0.03%             | 2032-02-26      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| Leased & Tenanted Pubs 1 Ltd.                                             | Leased & Tenanted Pubs 1 Ltd., 2nd Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928269 | PA      | $3785410.54    | 0.02%             | 2029-10-31      | Variable      | 9.38%                 | No            | 3                  | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                      | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                                                  | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3933655 | PA      | $3932365.80    | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       384771 | NS      | $19815706.50   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Trust 2401                                                                | Trust 2401                                                                                                                    | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       224000 | PA      | $243685.12     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                          | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |       681000 | PA      | $709714.43     | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Turk Telekomunikasyon A/S                                                 | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       611000 | PA      | $610431.77     | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1207000 | PA      | $1231441.75    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       620000 | PA      | $597819.50     | 0.00%             | 2033-03-14      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Atos SE                                                                   | Atos SE, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      5448349 | PA      | $6517547.93    | 0.04%             | 2029-12-17      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Masorange Holdco Ltd.                                                     | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      8071640 | PA      | $9465038.52    | 0.05%             | 2031-03-25      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                  | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4330000 | PA      | $4113500.00    | 0.02%             | 2035-08-10      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| Tyler Technologies, Inc.                                                  | Tyler Technologies, Inc.                                                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        19629 | NS      | $6696237.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc, Facility 1st Lien Term Loan B1                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1905405 | PA      | $2239073.93    | 0.01%             | 2031-08-22      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Nobian Finance BV                                                         | Nobian Finance BV, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      4315789 | PA      | $4962502.98    | 0.03%             | 2030-07-01      | Variable      | 5.84%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      4447931 | PA      | $5231485.88    | 0.03%             | 2030-04-30      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       886000 | PA      | $885711.43     | 0.01%             | 2027-02-12      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1175348 | PA      | $1111412.01    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       160000 | PA      | $155730.15     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98911.36      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        97000 | PA      | $99048.64      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      5620000 | PA      | $5399246.40    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       144000 | PA      | $133538.64     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       208167 | NS      | $15531339.87   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       214931 | PA      | $166571.53     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       133664 | PA      | $81535.04      | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        25419 | PA      | $16039.39      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        60921 | PA      | $28693.79      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        51622 | PA      | $26275.60      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        51729 | PA      | $26252.47      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        18919 | NS      | $10168584.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Peer Holding III BV                                                       | Peer Holding III BV, 1st Lien Term Loan B6B                                                                                   | CUSIP: N6872NAP1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      6000000 | PA      | $7060983.55    | 0.04%             | 2031-07-01      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3389300 | PA      | $4613558.05    | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Allwyn International AG                                                   | Allwyn International AG, Facility 1st Lien Term Loan B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3385000 | PA      | $3979002.82    | 0.02%             | 2032-03-22      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       143488 | NS      | $38667146.24   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                    | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       676689 | PA      | $648855.96     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| VeriFone Systems, Inc.                                                    | VeriFone Systems, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7548328 | PA      | $7142605.12    | 0.04%             | 2028-08-18      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       160044 | NS      | $14403960.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       158000 | PA      | $155639.73     | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2859000 | PA      | $3046621.88    | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       590000 | PA      | $579970.00     | 0.00%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       595000 | PA      | $581910.00     | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       322000 | PA      | $318458.00     | 0.00%             | 2038-02-09      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       187000 | PA      | $186669.50     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       114000 | PA      | $112477.17     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       121000 | PA      | $112307.42     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $10009375.00   | 0.06%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000000 | PA      | $19992812.40   | 0.12%             | 2027-04-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $5003710.95    | 0.03%             | 2027-05-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $9970703.10    | 0.06%             | 2027-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000000 | PA      | $14772656.25   | 0.09%             | 2030-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       534000 | PA      | $509518.66     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |        91000 | PA      | $90620.99      | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       122627 | NS      | $45430850.96   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       223000 | PA      | $222144.55     | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99904.85      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       103000 | PA      | $104534.68     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       116000 | PA      | $120042.37     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        96000 | PA      | $96523.24      | 0.00%             | 2033-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                                      | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1623812 | PA      | $1624269.58    | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class A                                                                      | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4018993 | PA      | $4019004.39    | 0.02%             | 2032-11-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B                                                                      | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2356000 | PA      | $2354121.09    | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| UPX HIL Issuer Trust                                                      | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                  | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6739640 | PA      | $6721150.92    | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       155000 | PA      | $160182.27     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| VF Ukraine PAT                                                            | VF Ukraine PAT                                                                                                                | CUSIP: 918212AA9<br>LEI: 213800C9OW7RIPPP6Z96 | Long             | DBT              | CORP              | UA        |       437381 | PA      | $434100.81     | 0.00%             | 2027-02-11      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       524000 | PA      | $554585.88     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| VNDO Trust                                                                | VNDO Trust, Series 2016-350P, Class D                                                                                         | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2150000 | PA      | $2146066.79    | 0.01%             | 2035-01-10      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      2159000 | PA      | $1891871.03    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99404.00      | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                                                  | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |       112000 | PA      | $116790.13     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       338000 | PA      | $346027.50     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       488000 | PA      | $490879.20     | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Vale SA                                                                   | Vale SA, Class B                                                                                                              | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       276204 | NS      | $4518697.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       136303 | NS      | $34427411.74   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                      | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        40169 | NS      | $20354435.68   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       235000 | PA      | $250575.80     | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            | 2                  | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                               | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6220000 | PA      | $6271035.72    | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-GCS, Class D                                                                                         | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7010000 | PA      | $6958855.74    | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       159205 | NS      | $13987751.30   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       131000 | PA      | $145274.15     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        89000 | PA      | $100099.55     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       247000 | PA      | $254725.67     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       149000 | PA      | $155918.52     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       124000 | PA      | $118786.26     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       101000 | PA      | $103949.10     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       241000 | PA      | $246596.26     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       284000 | PA      | $309948.23     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $107285.50     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1584000 | PA      | $1629346.75    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3017000 | PA      | $2983941.83    | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Veralto Corp.                                                             | Veralto Corp.                                                                                                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       118934 | NS      | $10489978.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        11379 | NS      | $3057082.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       501048 | NS      | $24065335.44   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        60835 | NS      | $25999662.30   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       112894 | NS      | $37084550.06   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Viasat, Inc.                                                              | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       256000 | PA      | $255384.29     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       149000 | PA      | $106448.93     | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        46000 | PA      | $35674.92      | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Viatris, Inc.                                                             | Viatris, Inc.                                                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       954023 | NS      | $14253103.62   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc., Class A                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       584428 | NS      | $17065297.60   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |      3188067 | PA      | $3764611.03    | 0.02%             | 2031-08-05      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| Albion Financing 3 SARL                                                   | Albion Financing 3 SARL, 1st Lien Term Loan                                                                                   | CUSIP: 01330EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1178837.53    | 0.01%             | 2031-05-21      | Variable      | 5.20%                 | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        56000 | PA      | $56150.33      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Modulaire Group Holdings Ltd.                                             | Modulaire Group Holdings Ltd., Facility 1st Lien Term Loan B3                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3000000 | PA      | $3195262.12    | 0.02%             | 2031-07-10      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                             | Virgin Media O2 Vendor Financing Notes VI DAC                                                                                 | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $179509.86     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        58188 | NS      | $19192729.92   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       314615 | NS      | $49658831.60   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99982.10      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104873.00     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Vista Energy Argentina SAU                                                | Vista Energy Argentina SAU                                                                                                    | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       180000 | PA      | $190833.75     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |        38000 | PA      | $39629.36      | 0.00%             | 2079-04-04      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       711000 | PA      | $662325.37     | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1625000 | PA      | $1405782.46    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $182817.54     | 0.00%             | 2033-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                                                         | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       374000 | PA      | $384748.76     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      4163000 | PA      | $4320869.29    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2013-3A, Class A1RR                                                                                     | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |        17294 | PA      | $17300.15      | 0.00%             | 2031-10-18      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2019-2A, Class AR                                                                                       | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       511375 | PA      | $511400.59     | 0.00%             | 2032-07-20      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       114000 | PA      | $121232.50     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99257.53      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59600.40      | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WBI Operating LLC                                                         | WBI Operating LLC                                                                                                             | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |       107000 | PA      | $108488.37     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       897668 | NS      | $118429339.24  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| ITG Communications LLC                                                    | ITG Communications LLC , 1st Lien Term Loan                                                                                   | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8662519 | PA      | $8597549.86    | 0.05%             | 2031-07-09      | Variable      | 8.45%                 | No            | 3                  | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc., CVR                                                                                           | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |       242727 | NS      | $128645.31     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., Facility 1st Lien Term Loan B5                                                                    | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4034884 | PA      | $4726449.36    | 0.03%             | 2032-09-30      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       147000 | PA      | $153031.70     | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| West Deptford Energy Holdings LLC                                         | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                         | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      3274532 | PA      | $3259534.85    | 0.02%             | 2032-07-26      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Finastra USA, Inc.                                                        | Finastra USA, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 31772YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2894309 | PA      | $3209532.44    | 0.02%             | 2032-09-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Node AcquiCo GmbH                                                         | Node AcquiCo GmbH, 1st Lien Term Loan B1                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      5000000 | PA      | $5878988.89    | 0.03%             | 2032-12-08      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Atlas Luxco 4 SARL                                                        | Atlas Luxco 4 SARL, 1st Lien Term Loan B                                                                                      | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2065483 | PA      | $2438965.34    | 0.01%             | 2032-08-20      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      2619485 | PA      | $2625849.95    | 0.02%             | 2032-08-20      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| Indy US Holdco LLC                                                        | Indy US Holdco LLC, 1st Lien Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359367 | PA      | $2766939.26    | 0.02%             | 2030-10-31      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                                                              | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      3110195 | PA      | $2873540.64    | 0.02%             | 2032-08-16      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10776161 | PA      | $10725621.12   | 0.06%             | 2030-08-30      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Facility 1st Lien Term Loan B                                                            | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9579528 | PA      | $9515632.54    | 0.06%             | 2032-10-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Icon Parent I, Inc.                                                       | Icon Parent I, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12291275 | PA      | $11909753.63   | 0.07%             | 2031-11-13      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        22952 | NS      | $5337487.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wayfair LLC                                                               | Wayfair LLC                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       208000 | PA      | $215817.49     | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Parts Europe SA                                                           | Parts Europe SA, Facility 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      4295969 | PA      | $5072669.57    | 0.03%             | 2031-02-03      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| Speed Midco 3 SARL                                                        | Speed Midco 3 SARL, Facility 1st Lien Term Loan B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      4778572 | PA      | $5546454.61    | 0.03%             | 2032-10-07      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960801 | PA      | $955997.09     | 0.01%             | 2026-05-06      | Variable      | 16.17%                | No            | 3                  | On Loan: No      |
| Wealthfront Corp.                                                         | Wealthfront Corp.                                                                                                             | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |       197622 | NS      | $2080959.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL, 1st Lien Term Loan                                                                                 | CUSIP: 46206RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4111765 | PA      | $3862114.38    | 0.02%             | 2032-10-07      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Project Aurora US Finco, Inc.                                             | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000000 | PA      | $2361970.62    | 0.01%             | 2032-12-06      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Weekley Homes LLC                                                         | Weekley Homes LLC                                                                                                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |        68000 | PA      | $66485.81      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       511791 | NS      | $42084573.93   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         5825 | NS      | $6936468.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                              | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1376000 | PA      | $1295506.61    | 0.01%             | 2036-06-15      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class XA                                                              | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28733135 | PA      | $1753232.67    | 0.01%             | 2053-07-15      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                                                              | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23970066 | PA      | $1266525.53    | 0.01%             | 2054-04-15      | Variable      | 1.61%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2620000 | PA      | $2629327.46    | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       175000 | PA      | $178444.88     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103289.30     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Althea Acquisition Bidco SARL                                             | Althea Acquisition Bidco SARL, Facility 1st Lien Term Loan B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      3000000 | PA      | $3525351.19    | 0.02%             | 2033-01-20      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069257 | PA      | $1462136.66    | 0.01%             | 2026-05-06      | Variable      | 4.67%                 | No            | 3                  | On Loan: No      |
| CPV Fairview LLC                                                          | CPV Fairview LLC, 1st Lien Term Loan B                                                                                        | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      4446301 | PA      | $4446301.04    | 0.03%             | 2031-08-14      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Hunterstown Generation LLC                                                | Hunterstown Generation LLC, 1st Lien Term Loan                                                                                | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3619561 | PA      | $3631179.54    | 0.02%             | 2031-11-06      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB, 1st Lien Term Loan B                                                                                     | CUSIP: W9818XAV7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      3000000 | PA      | $3527921.48    | 0.02%             | 2032-10-25      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        16118 | NS      | $4796555.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Power Partners LLC                                                   | Oh Pwr Partners LLC, 1st Lien Term Loan                                                                                       | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3438111 | PA      | $3446706.70    | 0.02%             | 2032-11-12      | Variable      | 6.40%                 | No            | 3                  | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        13553 | NS      | $5889049.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Argent Bidco SAS                                                          | Argent Bidco SAS, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1179095.74    | 0.01%             | 2032-11-22      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| Gategroup Finance LUX SA                                                  | Gategroup Finance LUX SA, Facility 1st Lien Term Loan B2                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455752 | PA      | $1695729.26    | 0.01%             | 2032-06-10      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       170000 | PA      | $162819.65     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B4                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      7376768 | PA      | $8682504.91    | 0.05%             | 2032-12-10      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Talbot Participation SAS                                                  | Talbot Participation SAS, 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3360000 | PA      | $3959908.24    | 0.02%             | 2032-07-07      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| Areas Worldwide SA                                                        | Areas Worldwide SA, Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      3198864 | PA      | $3699796.08    | 0.02%             | 2029-12-31      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                       | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      4162102 | PA      | $4181622.75    | 0.02%             | 2031-01-15      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| Seashell Bidco SL                                                         | Seashell Bidco SL, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      1242857 | PA      | $1460502.46    | 0.01%             | 2032-12-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    229464509 | PA      | $-1573.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    220516434 | PA      | $21286.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     26376326 | PA      | $-111062.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2570000000 | PA      | $157354.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1707025349 | PA      | $96149.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    150108502 | PA      | $6685.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     19929298 | PA      | $-122159.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     91021116 | PA      | $-7806.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     48743326 | PA      | $14218.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    128317796 | PA      | $-2253862.17   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     46301693 | PA      | $2038474.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    119585873 | PA      | $2502591.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    103294000 | PA      | $-1216890.40   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     77654368 | PA      | $-1354305.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    111572935 | PA      | $848311.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    282110578 | PA      | $1143145.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    370972080 | PA      | $885089.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    464907400 | PA      | $44538696.40   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     47000000 | PA      | $-8520920.09   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    238166000 | PA      | $995393.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    128988500 | PA      | $1467816.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    341295000 | PA      | $1211246.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    115310156 | PA      | $-244542.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    102377805 | PA      | $418313.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    104391000 | PA      | $-1528003.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    230190500 | PA      | $2059703.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2733675000 | PA      | $-5516058.91   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    138335568 | PA      | $972922.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    276671136 | PA      | $1924380.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1281637600 | PA      | $41058183.45   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    235522200 | PA      | $1834655.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1720422800 | PA      | $38274249.92   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    165248815 | PA      | $387851.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     49926000 | PA      | $-1488198.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    282110578 | PA      | $1422253.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1289441800 | PA      | $12374907.04   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16230200 | PA      | $-122124.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    138335568 | PA      | $962667.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     50072011 | PA      | $4782683.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     74318000 | PA      | $-1581058.17   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    148633053 | PA      | $1154665.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    228622927 | PA      | $1268027.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    228622927 | PA      | $1166855.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     95676000 | PA      | $809435.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2733675000 | PA      | $-5518838.16   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    849940900 | PA      | $-13219369.45  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     57730515 | PA      | $-202081.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27941717 | PA      | $619.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     46230503 | PA      | $-20893.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     28850865 | PA      | $31.13         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     36633787 | PA      | $-100872.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2409359798 | PA      | $2209465.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    281532298 | PA      | $-59466.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      9970024 | PA      | $269717.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     42606630 | PA      | $-876667.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     44287329 | PA      | $-397614.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    202269146 | PA      | $-176593.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    490036520 | PA      | $30569.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    108318503 | PA      | $-1666.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     57803410 | PA      | $-140077.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     21980272 | PA      | $-59763.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    831129684 | PA      | $2111224.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    133331040 | PA      | $-2242733.87   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    114863424 | PA      | $-176613.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1223389664 | PA      | $390.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     62092704 | PA      | $-114478.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     29038992 | PA      | $-16900.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    103788151 | PA      | $17512578.06   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21530534 | PA      | $-64893.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     14565000 | PA      | $-1868.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     85559813 | PA      | $-88541.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     12271000 | PA      | $-176386.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5478967 | PA      | $-73314.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     31964823 | PA      | $1517418.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21614615 | PA      | $1222410.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     93713896 | PA      | $4291865.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1888561844 | PA      | $100499.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    584406274 | PA      | $-16056.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    714274335 | PA      | $-12012.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    240200001 | PA      | $-62179.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    240200001 | PA      | $-63702.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30244375 | PA      | $-495830.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    112382000 | PA      | $-80051.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     56067000 | PA      | $8227.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    294182000 | PA      | $-28734.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     36084000 | PA      | $-2211.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     52089433 | PA      | $-801742.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101053 | PA      | $71404.33      | 0.00%             | 2026-05-15      | Variable      | 4.67%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    207893000 | PA      | $-34531.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    229309661 | PA      | $-1821246.10   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10301234 | PA      | $-18696.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10301234 | PA      | $12405.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18581000 | PA      | $-86504.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9652500 | PA      | $49480.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9798750 | PA      | $49990.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     37793000 | PA      | $-199768.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9798750 | PA      | $48187.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       955210 | NS      | $72892075.10   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       150000 | PA      | $153963.30     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    252200000 | PA      | $-156667.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     88179476 | PA      | $102390.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     31112730 | PA      | $-439968.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     22384100 | PA      | $-2287268.73   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    348343000 | PA      | $-1784913.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     41423296 | PA      | $3511.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       136646 | PA      | $-20746.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zegona Holdco Ltd.                                                        | Zegona Holdco Ltd., Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3225532 | PA      | $3800220.37    | 0.02%             | 2029-07-17      | Variable      | 4.39%                 | No            | 2                  | On Loan: No      |
| Betclic Everest Group                                                     | Betclic Everest Group, Facility 1st Lien Term Loan B2                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      5234736 | PA      | $6139385.85    | 0.04%             | 2031-12-09      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Platform Bidco Ltd.                                                       | Platform Bidco Ltd., Facility 1st Lien Term Loan B6                                                                           | CUSIP: G7124FAR6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1155000.70    | 0.01%             | 2031-09-30      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Cervantes Bidco SL                                                        | Cervantes Bidco SL, Facility 1st Lien Term Loan B2                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      1707995 | PA      | $2005971.50    | 0.01%             | 2031-12-03      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Belron UK Finance plc                                                     | Belron Uk Finance plc, 1st Lien Term Loan                                                                                     | CUSIP: 08078UAP8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2626506 | PA      | $3089195.52    | 0.02%             | 2031-10-16      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     17747100 | PA      | $28829.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     17692169 | PA      | $30100.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      1200000 | PA      | $1408577.17    | 0.01%             | 2033-02-18      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     27056800 | PA      | $-500377.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     14368000 | PA      | $-49213.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15134000 | PA      | $83550.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                                                       | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       169000 | PA      | $178750.96     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       775000 | PA      | $815963.40     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15072000 | PA      | $32294.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     87809000 | PA      | $39800.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     67043000 | PA      | $-35255.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Neptune BidCo US, Inc.                                                    | Neptune Bidco US, Inc., 1st Lien Term Loan B                                                                                  | CUSIP: 64069JAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $1166021.27    | 0.01%             | 2033-02-03      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    273274827 | PA      | $-35660.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    427412739 | PA      | $-28354.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     32830664 | PA      | $-1301456.33   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Innio Group Holding GmbH                                                  | Innio Group Holding GmbH, Facility 1st Lien Term Loan B                                                                       | CUSIP: D4000UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | AT        |      1000000 | PA      | $1178180.29    | 0.01%             | 2031-11-03      | Variable      | 4.52%                 | No            | 2                  | On Loan: No      |
| Fugue Finance LLC                                                         | Fugue Finance LLC, 1st Lien Term Loan B                                                                                       | CUSIP: N3430BAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2135000 | PA      | $2504615.16    | 0.01%             | 2032-01-09      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     17682000 | PA      | $-1430.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sector Alarm Holding A/S                                                  | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B4                                                                      | CUSIP: R7722AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |      2055326 | PA      | $2407457.13    | 0.01%             | 2032-06-14      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Quimper AB                                                                | Quimper AB, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      1043478 | PA      | $1224237.07    | 0.01%             | 2030-03-29      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    405891722 | PA      | $-26866.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Holding Socotec                                                           | Holding Socotec, Facility 1st Lien Term Loan B6                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1955000 | PA      | $2303090.07    | 0.01%             | 2031-06-02      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| EG Finco Ltd.                                                             | EG Finco Ltd., 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2344131.14    | 0.01%             | 2031-02-10      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5347854270 | PA      | $502.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5263766429 | PA      | $1983.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1511073800 | PA      | $-490843.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1512789595 | PA      | $-460416.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5292611869 | PA      | $-11143.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1522605551 | PA      | $-450735.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hestiafloor 2                                                             | Hestiafloor 2 SASU, Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1941176 | PA      | $2279696.51    | 0.01%             | 2030-02-27      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4887773487 | PA      | $-37321.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   5295087945 | PA      | $-44424.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1509980128 | PA      | $-335856.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1779736926 | PA      | $-316120.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     35646000 | PA      | $-6980.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    319302600 | PA      | $5334.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    314445839 | PA      | $86.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    313084602 | PA      | $1745.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     38884567 | PA      | $-2996.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     19299000 | PA      | $83657.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     38887033 | PA      | $-3686.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     56870251 | PA      | $-6904.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    138316000 | PA      | $-1770039.70   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9389840000 | PA      | $-45383.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     72938000 | PA      | $-32052.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    321788000 | PA      | $28001.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    113124000 | PA      | $1392.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    113124000 | PA      | $-1388.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     54838420 | PA      | $3745.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenaska Pennsylvania Partners LLC                                         | Tenaska Pennsylvania Partners LLC, 1st Lien Term Loan B                                                                       | CUSIP: 88032VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2870000 | PA      | $2873587.50    | 0.02%             | 2033-02-18      | Variable      | 5.88%                 | No            | 3                  | On Loan: No      |
| Redstone Buyer LLC                                                        | Redstone Buyer LLC, 1st Lien Term Loan B1                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1625280 | PA      | $552595.20     | 0.00%             | 2030-12-31      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Loire Finco Luxembourg SARL                                               | Loire Finco Luxembourg SARL, 1st Lien Term Loan B4                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1175539.58    | 0.01%             | 2030-01-21      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                                                                          | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      1696560 | PA      | $1539797.86    | 0.01%             | 2032-04-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                                                                 | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       120679 | PA      | $122683.48     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            | 2                  | On Loan: No      |
| Crescent Midstream Operating LLC                                          | Crescent Midstream Operating LLC, 1st Lien Term Loan                                                                          | CUSIP: 22577PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10402000 | PA      | $10445376.34   | 0.06%             | 2033-02-11      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| SGB-SMIT MidCo GmbH                                                       | Sgb-Smit Midco GmbH, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1179764.72    | 0.01%             | 2033-03-10      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| Syntegon TopCo GmbH                                                       | Syntegon Topco GmbH, 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2353168.25    | 0.01%             | 2032-12-29      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Kersia International SAS                                                  | Kersia International SAS, 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1884000 | PA      | $2209785.68    | 0.01%             | 2030-12-23      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                                  | ProAmpac PG Borrower LLC, 1st Lien Term Loan                                                                                  | CUSIP: 74274NAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2000000 | PA      | $2337042.30    | 0.01%             | 2033-03-07      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| ZF Invest                                                                 | ZF Invest, 1st Lien Term Loan B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2351712.92    | 0.01%             | 2033-07-12      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       155000 | PA      | $162904.25     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Travel + Leisure Co.                                                      | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       245000 | PA      | $245052.92     | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99336.42      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        39000 | PA      | $41277.68      | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Ltd.                                                         | Wynn Resorts Ltd.                                                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        29588 | NS      | $3169170.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $198827.70     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       356000 | PA      | $356445.00     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       125000 | PA      | $133570.75     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       161000 | PA      | $172530.12     | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| OCS Group Holding Ltd.                                                    | OCS Group Holding Ltd., Facility 1st Lien Term Loan B5                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3809524 | PA      | $5164370.50    | 0.03%             | 2031-11-28      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      7933000 | PA      | $6624055.00    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| YPF SA                                                                    | YPF SA                                                                                                                        | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |        49042 | NS      | $2214736.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Argento LLC                                                               | Argento LLC, 1st Lien Term Loan A                                                                                             | CUSIP: 04021RAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6756000 | PA      | $6485760.00    | 0.04%             | 2033-02-24      | Variable      | 7.49%                 | No            | 2                  | On Loan: No      |
| MEDIAN B.V.                                                               | Median BV, 1st Lien Term Loan B3                                                                                              | CUSIP: N5554EAA1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      6354545 | PA      | $7374109.09    | 0.04%             | 2030-10-14      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| OakEagle AcquireCo, Inc.                                                  | Oakeagle Acquireco, Inc., 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000000 | PA      | $2345844.67    | 0.01%             | 2033-03-24      | Variable      | 5.96%                 | No            | 2                  | On Loan: No      |
| Sword Purchaser LLC                                                       | Sword Purchaser LLC, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194118 | PA      | $2523624.06    | 0.01%             | 2033-04-11      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       148000 | PA      | $146560.17     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       550000 | PA      | $563526.70     | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      2841000 | PA      | $2848559.90    | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       729000 | PA      | $724190.86     | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       122311 | PA      | $122372.15     | 0.00%             | 2030-03-09      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                                                             | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $350879.68     | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        32623 | NS      | $3750666.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Owner LLC                                                           | St. Regis Aspen Resort, 1st Lien Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18600000 | PA      | $18672822.72   | 0.11%             | 2027-02-09      | Variable      | 7.27%                 | No            | 3                  | On Loan: No      |
| Terranea Resort                                                           | Terranea Resort, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900000 | PA      | $7900000.00    | 0.05%             | 2027-01-01      | Variable      | 8.63%                 | No            | 3                  | On Loan: No      |
| Cirkul Sr Sec                                                             | Cirkul Sr Sec, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7002256 | PA      | $5461759.31    | 0.03%             | 2028-04-23      | Variable      | 17.10%                | No            | 3                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      8707538 | PA      | $9861916.42    | 0.06%             | 2032-06-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Accell Group Holdings BV                                                  | Accell Group Holdings BV, 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      4092266 | PA      | $1402443.22    | 0.01%             | 2032-06-01      | Variable      | 9.07%                 | No            | 3                  | On Loan: No      |
| CML Lake Tahoe Resort Hotel                                               | CML Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9837900 | PA      | $9301939.08    | 0.05%             | 2026-10-25      | Variable      | 6.68%                 | No            | 3                  | On Loan: No      |
| Boots Group Bidco Ltd.                                                    | Boots Group Bidco Ltd. (The), 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      4376812 | PA      | $5980225.05    | 0.03%             | 2032-08-30      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Inspired Finco Holdings Ltd.                                              | Inspired Finco Holdings Ltd., Facility 1st Lien Term Loan B8                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      3457918 | PA      | $4064554.16    | 0.02%             | 2031-02-28      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| CML The Ben                                                               | CML The Ben, Delayed Draw 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3700000 | PA      | $3665349.50    | 0.02%             | 2031-03-09      | Variable      | 9.67%                 | No            | 3                  | On Loan: No      |
| CIRKUL INCR SR SEC 2L PIK TL                                              | Cirkul, Inc., 1st Lien Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517903 | PA      | $403964.61     | 0.00%             | 2028-04-23      | Variable      | 16.85%                | No            | 3                  | On Loan: No      |
| Parts Europe SA                                                           | Parts Europe SA, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1180797.53    | 0.01%             | 2031-02-06      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| JumpCloud, Inc., Series E-1                                               | JumpCloud, Inc., Series E-1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6458349 | NS      | $11818778.67   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Mythic AI, Inc., Series C                                                 | Mythic AI, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         8922 | NS      | $0.09          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FQT Holding Co. LLC                                                       | FQT Holding Co. LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2439185 | NS      | $5951611.50    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        39435 | NS      | $17729581.65   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| SambaNova Systems, Inc., Series D                                         | SambaNova Systems, Inc., Series D                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        72390 | NS      | $2669743.20    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TVC DSCR                                                                  | TVC DSCR, Series 2021-1, Class A                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      9750351 | PA      | $9169164.79    | 0.05%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| TVC Holding                                                               | TVC Holding, Series 2021-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      6340390 | PA      | $5050987.17    | 0.03%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                              | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21255847 | NS      | $21255847.13   | 0.12%             |  |  |  | Yes           | N/A                | On Loan: No      |
| PsiQuantum Corp., Series D                                                | PsiQuantum Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       200937 | NS      | $9010015.08    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        18683 | NS      | $2319120.79    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        70636 | NS      | $513523.72     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Snorkel AI, Inc., Series C                                                | Snorkel AI, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       252991 | NS      | $2216201.16    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JumpCloud, Inc., Series F                                                 | JumpCloud, Inc., Series F                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       424788 | NS      | $1036482.72    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Noodle, Inc., Series C                                                    | Noodle, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1099886 | NS      | $11.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                   | Ursa Major Technologies, Inc., Series C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1633349 | NS      | $6500729.02    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC, Series 2021-3, Class A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     27070000 | PA      | $26663950.00   | 0.15%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| Loadsmart, Inc., Series D                                                 | Loadsmart, Inc., Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       131402 | NS      | $1432281.80    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Teya Services Ltd.                                                        | Teya Services Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |         5237 | NS      | $1297990.45    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |       599248 | NS      | $52434200.00   | 0.30%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Aiven OY                                                                  | Aiven OY, Series D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        86562 | NS      | $4335890.58    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       238291 | NS      | $936483.63     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                   | Ursa Major Technologies, Inc., Series D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       200098 | NS      | $820401.80     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Versa Networks, Inc., Series E                                            | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1933359 | NS      | $10401471.42   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SCI PH Parent, Inc., Series A                                             | SCI PH Parent, Inc., Series A                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3949 | NS      | $5471378.99    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HawkEye 360, Inc.                                                         | HawkEye 360, Inc., Series D1                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       561818 | NS      | $14045450.00   | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       163506 | PA      | $1985442.73    | 0.01%             | 2030-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Space Exploration Technologies Corp., Class C                             | Space Exploration Technologies Corp., Class C                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       107736 | NS      | $56732700.24   | 0.33%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Space Exploration Technologies Corp., Class A                             | Space Exploration Technologies Corp., Class A                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       266801 | NS      | $140494738.59  | 0.82%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Uae Dirham                                                                | Uae Dirham                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |          432 | OU      | $117.73        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       927532 | NS      | $194781.72     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C-1                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1932080 | NS      | $154566.40     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Splitrock Services, Inc.                                                  | Splitrock Services, Inc., Series 2024-1-A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       147814 | PA      | $2934431.61    | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        33520 | NS      | $37342285.60   | 0.22%             |  |  |  | No            | 3                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      9812000 | NS      | $16287920.00   | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| Anduril Engineering LLC                                                   | Anduril Engineering LLC, Series F                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       306011 | NS      | $21099458.45   | 0.12%             |  |  |  | No            | 3                  | On Loan: No      |
| New Generation Co.                                                        | New Generation Co.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     16804730 | PA      | $16910599.53   | 0.10%             | 2029-09-30      | Floating      | 10.34%                | No            | 3                  | On Loan: No      |
| DF Residential III LP                                                     | DF Residential III LP                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10429752 | NS      | $10116859.88   | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Cirkul, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        17931 | NS      | $0.18          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Cirkul, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18391 | NS      | $0.18          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Aethon I LP                                                               | Aethon I LP                                                                                                                   | CUSIP: N/A<br>LEI: 5493003Y9J3720W2G906       | Long             | DBT              | CORP              | US        |      5774613 | PA      | $5774612.57    | 0.03%             | 2027-01-10      | Floating      | 9.80%                 | No            | 3                  | On Loan: No      |
| USA Rare Earth, Inc.                                                      | USA Rare Earth, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       342920 | NS      | $8905632.40    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      4318232 | OU      | $3108911.49    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                                                                | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      2702477 | NS      | $10593133.52   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       438500 | NS      | $6358118.38    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                                                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      1793702 | NS      | $8025284.63    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | Asahi Intecc Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |        47600 | NS      | $1001627.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Emaar Properties PJSC                                                     | Emaar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |      1300290 | NS      | $4186933.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      3677279 | NS      | $5955543.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KOC Holding A/S                                                           | KOC Holding A/S                                                                                                               | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |       722034 | NS      | $3232921.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Is Bankasi A/S                                                    | Turkiye Is Bankasi A/S, Class C                                                                                               | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |      7659364 | NS      | $2431637.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        92772 | NS      | $2430219.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinross Gold Corp.                                                        | Kinross Gold Corp.                                                                                                            | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       216912 | NS      | $6571155.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intact Financial Corp.                                                    | Intact Financial Corp.                                                                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        49179 | NS      | $9476284.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        38911 | NS      | $12494820.86   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       155713 | NS      | $2529695.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Neste OYJ                                                                 | Neste OYJ                                                                                                                     | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        34176 | NS      | $1180533.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                              | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        11594 | NS      | $632402.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       111176 | NS      | $3665033.12    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |       240429 | NS      | $2245130.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                    | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      1641300 | NS      | $2194820.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ayala Corp.                                                               | Ayala Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 254900QJ68UH8GKNGI69       | Long             | EC               | CORP              | PH        |        83600 | NS      | $635890.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       455583 | NS      | $15017186.71   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                               | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |      2428783 | NS      | $6650974.89    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        56168 | NS      | $3507454.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Seven & i Holdings Co. Ltd.                                               | Seven & i Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |       545100 | NS      | $6514529.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                   | Daiichi Sankyo Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       670700 | NS      | $10894910.31   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ITC Ltd.                                                                  | ITC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |      1209293 | NS      | $4026391.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                     | Aldar Properties PJSC                                                                                                         | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | EC               | CORP              | AE        |       509193 | NS      | $1070885.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group plc                                           | London Stock Exchange Group plc                                                                                               | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        19060 | NS      | $2473164.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nan Ya Printed Circuit Board Corp.                                        | Nan Ya Printed Circuit Board Corp.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        25000 | NS      | $809707.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        10134 | NS      | $11017717.03   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        67182 | NS      | $12036570.84   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Yanbu National Petrochemical Co.                                          | Yanbu National Petrochemical Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       149540 | NS      | $1466835.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Etihad Etisalat Co.                                                       | Etihad Etisalat Co.                                                                                                           | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       213797 | NS      | $3712114.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Al Rajhi Bank                                                             | Al Rajhi Bank                                                                                                                 | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |       141355 | NS      | $2591593.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Emirates Integrated Telecommunications Co. PJSC                           | Emirates Integrated Telecommunications Co. PJSC                                                                               | CUSIP: N/A<br>LEI: 254900USBXS6XN200K29       | Long             | EC               | CORP              | AE        |       474472 | NS      | $1392504.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Software, Inc.                                              | Constellation Software, Inc.                                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         2673 | NS      | $4868191.53    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                                                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       145370 | NS      | $13515567.73   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class A                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        49419 | NS      | $444781.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BCE, Inc.                                                                 | BCE, Inc.                                                                                                                     | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       435141 | NS      | $10340745.37   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        92874 | NS      | $3398171.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                   | Idemitsu Kosan Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       398600 | NS      | $3410556.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        58550 | NS      | $1098346.33    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Symrise AG                                                                | Symrise AG, Class A                                                                                                           | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        54128 | NS      | $4788198.97    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                      | Halyk Savings Bank of Kazakhstan JSC                                                                                          | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |       109080 | NS      | $3741444.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Volvo AB                                                                  | Volvo AB, Class B                                                                                                             | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        99865 | NS      | $3480970.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrivarden AB                                                         | Industrivarden AB, Class A                                                                                                    | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        29043 | NS      | $1542932.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                       | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       167417 | NS      | $41174503.65   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      1603386 | NS      | $6216329.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cia Energetica de Minas Gerais                                            | Cia Energetica de Minas Gerais (Preference)                                                                                   | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EP               | CORP              | BR        |            0 | NS      | $0.25          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ANTA Sports Products Ltd.                                                 | ANTA Sports Products Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |       379200 | NS      | $3972508.36    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PLS Group Ltd.                                                            | PLS Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |      1900115 | NS      | $8454400.32    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Arabia PJSC                                                           | Air Arabia PJSC                                                                                                               | CUSIP: N/A<br>LEI: 21380058Y5RCZI2HBX17       | Long             | EC               | CORP              | AE        |      1211833 | NS      | $1633062.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       719355 | NS      | $9156205.38    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        83432 | NS      | $14332968.29   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       806724 | NS      | $29418284.56   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       201500 | NS      | $3829120.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       279381 | NS      | $12336567.30   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     29975000 | PA      | $8479919.89    | 0.05%             | 2029-04-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       673018 | NS      | $46118095.81   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 118791000000 | PA      | $6890015.25    | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| China Hongqiao Group Ltd.                                                 | China Hongqiao Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |       484500 | NS      | $2050912.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |      3685328 | NS      | $2686994.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd.                                                    | Julius Baer Group Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |       131766 | NS      | $10830756.47   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      1200800 | NS      | $13183306.76   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        61000 | NS      | $2848085.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                  | Otsuka Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        35400 | NS      | $2580030.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Life Group, Inc.                                                  | Daiichi Life Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       632400 | NS      | $5790056.77    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      1208200 | NS      | $10147049.08   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sompo Holdings, Inc.                                                      | Sompo Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       117200 | NS      | $4361647.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                          | Powszechny Zaklad Ubezpieczen SA                                                                                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       278334 | NS      | $4896695.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      3043377 | NS      | $48972684.14   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexon Co. Ltd.                                                            | Nexon Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       166700 | NS      | $2814311.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodacom Group Ltd.                                                        | Vodacom Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |       721713 | NS      | $6122483.21    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Misto Holdings Corp.                                                      | Misto Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        20577 | NS      | $566028.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                                | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      1077976 | NS      | $14.67         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      3782171 | PA      | $18175028.58   | 0.11%             | 2042-11-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        42485 | NS      | $2624454.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     43162000 | PA      | $2443274.96    | 0.01%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       121038 | NS      | $174966030.35  | 1.02%             |  |  |  | No            | 2                  | On Loan: No      |
| China Galaxy Securities Co. Ltd.                                          | China Galaxy Securities Co. Ltd., Class H                                                                                     | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |      2693000 | NS      | $2871524.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    260799232 | PA      | $14822187.54   | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sammaan Capital Ltd.                                                      | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | EC               | CORP              | IN        |       540042 | NS      | $826762.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                                                                      | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        43798 | NS      | $8405598.34    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MLP Saglik Hizmetleri A/S                                                 | MLP Saglik Hizmetleri A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000M2LTGHSXVOQL65       | Long             | EC               | CORP              | TR        |       132581 | NS      | $1304984.53    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Moneta Money Bank A/S                                                     | Moneta Money Bank A/S                                                                                                         | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |        70539 | NS      | $620953.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Convatec Group plc                                                        | Convatec Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |       522581 | NS      | $1498671.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   3127200000 | PA      | $619562.89     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| XCMG Construction Machinery Co. Ltd.                                      | XCMG Construction Machinery Co. Ltd., Class A                                                                                 | CUSIP: N/A<br>LEI: 300300QGG1VFJ0WTJE78       | Long             | EC               | CORP              | CN        |      2239000 | NS      | $3272053.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        24986 | NS      | $8646432.78    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       997344 | NS      | $28181966.66   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Rakus Co. Ltd.                                                            | Rakus Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       230590 | NS      | $1274216.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Emaar Development PJSC                                                    | Emaar Development PJSC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |       212226 | NS      | $842409.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       649000 | PA      | $738314.69     | 0.00%             | 2030-04-16      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      4466468 | NS      | $79952381.27   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Gohl Capital Ltd.                                                         | Gohl Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |      1362000 | PA      | $1355588.66    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Krungthai Card PCL                                                        | Krungthai Card PCL, Class F                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      3061200 | NS      | $2750820.75    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      5400000 | PA      | $5337528.53    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    246143960 | PA      | $14200840.41   | 0.08%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Zhongji Innolight Co. Ltd.                                                | Zhongji Innolight Co. Ltd., Class A                                                                                           | CUSIP: N/A<br>LEI: 655600K7YZDKAI214O83       | Long             | EC               | CORP              | CN        |       103400 | NS      | $13061198.80   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1425620000 | PA      | $3390624.97    | 0.02%             | 2038-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                                    | Hyundai Rotem Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |        34194 | NS      | $6257341.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      1059000 | PA      | $1154013.48    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ASE Technology Holding Co. Ltd.                                           | ASE Technology Holding Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |       108000 | NS      | $1692862.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Syariah Indonesia Persero Tbk. PT                                    | Bank Syariah Indonesia Persero Tbk. PT                                                                                        | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |      1750770 | NS      | $179805.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |        61695 | NS      | $977754.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Meituan                                                                   | Meituan, Class B                                                                                                              | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       128500 | NS      | $1382555.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NAC Kazatomprom JSC                                                       | NAC Kazatomprom JSC                                                                                                           | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |        21337 | NS      | $1886625.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    319999735 | PA      | $19094710.29   | 0.11%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      2110000 | PA      | $23210.00      | 0.00%             | 2025-04-17      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class A                                                                             | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |        62600 | NS      | $4019787.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Klabin SA                                                                 | Klabin SA                                                                                                                     | CUSIP: N/A<br>LEI: 254900C8UYA6YUPSDU10       | Long             | EC               | CORP              | BR        |      1098763 | NS      | $3931919.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CGI, Inc.                                                                 | CGI, Inc., Class A                                                                                                            | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       115163 | NS      | $7537926.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE                       | Fawry for Banking & Payment Technology Services SAE                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |      6266794 | NS      | $2228790.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                                                   | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      3097500 | PA      | $2161108.15    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  42708800000 | PA      | $10492648.41   | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       874000 | PA      | $893671.43     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                    | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      4668015 | PA      | $4934537.42    | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Nota Do Tesouro Nacional                                                                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        35368 | PA      | $6276118.31    | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ReNew Pvt Ltd.                                                            | ReNew Pvt Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |       347000 | PA      | $345507.90     | 0.00%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      2173000 | PA      | $2672666.93    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      3132000 | PA      | $35235.00      | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                        | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       582000 | PA      | $465204.24     | 0.00%             | 2051-06-23      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                            | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      2747000 | PA      | $67156.26      | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      1254000 | PA      | $1475907.45    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Wuxi Biologics Cayman, Inc.                                               | Wuxi Biologics Cayman, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |       436000 | NS      | $1862917.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      1789000 | PA      | $2094197.20    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Elect Global Investments Ltd.                                             | Elect Global Investments Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900MGJD77N8VPNK65       | Long             | DBT              | CORP              | VG        |       200000 | PA      | $154400.00     | 0.00%             | 2175-02-25      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      3013000 | PA      | $3649055.65    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1261627.70    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Kuaishou Technology                                                       | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |       439900 | NS      | $2448848.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                      | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      6425000 | PA      | $7600658.41    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Dana Financing Luxembourg SARL                                            | Dana Financing Luxembourg SARL                                                                                                | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      2518000 | PA      | $3100104.94    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      1200000 | PA      | $1398380.50    | 0.01%             | 2026-10-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                                                       | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       601089 | NS      | $11551514.64   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |       600000 | PA      | $741690.78     | 0.00%             | 2029-03-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     28680000 | PA      | $33471112.55   | 0.19%             | 2030-01-31      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       587000 | PA      | $545425.73     | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                                                               | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      1399000 | PA      | $1650475.62    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      3530613 | PA      | $4239779.12    | 0.02%             | 2028-05-15      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      1495428 | NS      | $11927349.85   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      3870900 | PA      | $4670988.75    | 0.03%             | 2029-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      3057000 | PA      | $3457282.42    | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      1471951 | PA      | $1263337.10    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   5032300000 | PA      | $813039.90     | 0.00%             | 2050-10-26      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance plc                                        | BCP V Modular Services Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |      5946000 | PA      | $4861014.55    | 0.03%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |         9980 | NS      | $1794367.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       403000 | PA      | $516764.98     | 0.00%             | 2028-11-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      3257000 | PA      | $2907683.79    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       200000 | PA      | $229163.47     | 0.00%             | 2027-04-22      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                      | HD Hyundai Heavy Industries Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |        15673 | NS      | $7298855.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Rasan Information Technology Co.                                          | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        96805 | NS      | $3650920.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $143805.69     | 0.00%             | 2039-06-06      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2406450000 | PA      | $8300586.52    | 0.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       673000 | PA      | $798957.81     | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                                                                | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      1084000 | PA      | $1347829.72    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |       873000 | PA      | $1049571.76    | 0.01%             | 2030-05-21      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     71820000 | PA      | $3429736.37    | 0.02%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                     | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      1111000 | PA      | $1296842.89    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                                                                     | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |      5178000 | PA      | $5686301.95    | 0.03%             | 2029-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      5174000 | PA      | $6218213.55    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Woodside Energy Group Ltd.                                                | Woodside Energy Group Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       337690 | NS      | $8073373.96    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                                                         | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |        37100 | NS      | $8976666.39    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       505000 | PA      | $600921.02     | 0.00%             | 2028-03-01      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      1931000 | PA      | $2212573.32    | 0.01%             | 2027-04-22      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $2154821.40    | 0.01%             | 2027-10-09      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       325000 | PA      | $449960.90     | 0.00%             | 2030-06-27      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                                                        | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      1705223 | PA      | $2002774.92    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ACEN Finance Ltd.                                                         | ACEN Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 54930080P6CVPPSROL50       | Long             | DBT              | CORP              | KY        |       266000 | PA      | $166649.00     | 0.00%             | 2026-09-08      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       337216 | NS      | $10764395.52   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      1065118 | NS      | $64687029.32   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       926000 | PA      | $1259776.06    | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       481000 | PA      | $4329.00       | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                                                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       115743 | NS      | $24528482.10   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Socionext, Inc.                                                           | Socionext, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 529900NKQHKPDKDHVO94       | Long             | EC               | CORP              | JP        |       138800 | NS      | $1689092.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     36383593 | PA      | $1006698.50    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      1000000 | PA      | $917830.00     | 0.01%             | 2031-05-11      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      7040000 | PA      | $9027358.47    | 0.05%             | 2028-11-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      1127000 | PA      | $1373098.48    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3685649.55    | 0.02%             | 2082-03-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      3800000 | PA      | $4348377.13    | 0.03%             | 2027-11-03      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV, Series B                                                                                             | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |      2806784 | NS      | $3729310.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Scentre Group Trust 1                                                     | Scentre Group Trust 1                                                                                                         | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $669863.08     | 0.00%             | 2035-09-18      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       800000 | PA      | $996743.39     | 0.01%             | 2028-08-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $738160.13     | 0.00%             | 2029-10-09      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1110565.55    | 0.01%             | 2030-06-15      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $702074.61     | 0.00%             | 2026-11-30      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Haleon plc                                                                | Haleon plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       783080 | NS      | $3616162.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |       538000 | PA      | $643452.32     | 0.00%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   5250000000 | PA      | $5843196.73    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                                                            | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       326279 | NS      | $3390443.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Switch Finance BV                                                  | Global Switch Finance BV                                                                                                      | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      1562000 | PA      | $1696689.39    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       902000 | PA      | $10147.50      | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Citycon Treasury                                                          | Citycon Treasury BV                                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       325000 | PA      | $357513.34     | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                                                                        | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      4601000 | PA      | $5406008.10    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |      9939000 | PA      | $13176699.57   | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1049498 | PA      | $6057961.28    | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      2106000 | PA      | $2555669.84    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      2899000 | PA      | $3310452.20    | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad Treasury BV                                             | Heimstaden Bostad Treasury BV                                                                                                 | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      1123000 | PA      | $1297855.14    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Borouge plc                                                               | Borouge plc                                                                                                                   | CUSIP: N/A<br>LEI: 2549001Z4YA6WG9MBM08       | Long             | EC               | CORP              | AE        |      1428293 | NS      | $984011.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |       549000 | PA      | $630722.30     | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Muang Thai Life Assurance PCL                                             | Muang Thai Life Assurance PCL                                                                                                 | CUSIP: N/A<br>LEI: 549300V70GAMNLTH3D74       | Long             | DBT              | CORP              | TH        |       251000 | PA      | $248869.01     | 0.00%             | 2037-01-27      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                                                     | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      1025000 | PA      | $1079966.84    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                                                   | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       775000 | PA      | $893817.76     | 0.01%             | 2028-05-15      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       333394 | NS      | $8740748.83    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      2292000 | PA      | $2682298.58    | 0.02%             | 2031-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Euronext NV                                                               | Euronext NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |        19870 | NS      | $3326065.10    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Thames Water Utilities Finance plc                                        | Thames Water Utilities Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      5048000 | PA      | $4664179.76    | 0.03%             | 2027-06-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                                                            | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |       989622 | PA      | $1344478.31    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                     | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |       836000 | PA      | $593877.68     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Rede D'Or Sao Luiz SA                                                     | Rede D'Or Sao Luiz SA                                                                                                         | CUSIP: N/A<br>LEI: 9269004BEA774D836A73       | Long             | EC               | CORP              | BR        |        61616 | NS      | $477070.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       660000 | PA      | $461007.02     | 0.00%             | 2041-02-12      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        61082 | NS      | $1849767.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kokusai Electric Corp.                                                    | Kokusai Electric Corp.                                                                                                        | CUSIP: N/A<br>LEI: 549300CDY6N3WKYK2I96       | Long             | EC               | CORP              | JP        |       332000 | NS      | $13972332.96   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                   | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       273081 | NS      | $6779406.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      1758000 | PA      | $2061851.00    | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       332000 | PA      | $392160.79     | 0.00%             | 2032-07-14      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                                                            | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      2293000 | PA      | $2708209.69    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |      1481000 | PA      | $1682222.47    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Minor International PCL                                                   | Minor International PCL                                                                                                       | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $995950.00     | 0.01%             | 2026-05-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       386381 | NS      | $15181031.38   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| WestConnex Finance Co. Pty. Ltd.                                          | WestConnex Finance Co. Pty. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       780000 | PA      | $556804.58     | 0.00%             | 2032-04-30      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| WestConnex Finance Co. Pty. Ltd.                                          | WestConnex Finance Co. Pty. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       640000 | PA      | $456856.08     | 0.00%             | 2036-04-30      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1715686.17    | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Trident Energy Finance plc                                                | Trident Energy Finance plc                                                                                                    | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |       562000 | PA      | $599918.14     | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                                                       | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      1608000 | PA      | $1896012.02    | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Alstria SARL                                                              | alstria SARL                                                                                                                  | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |       900000 | PA      | $1024994.20    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      1029000 | PA      | $1215158.91    | 0.01%             | 2029-12-15      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |       621000 | PA      | $774388.94     | 0.00%             | 2032-07-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                       | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      1300000 | PA      | $1494308.09    | 0.01%             | 2031-01-19      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                       | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      2700000 | PA      | $3073580.56    | 0.02%             | 2034-01-19      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $8107712.69    | 0.05%             | 2027-10-30      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Universal Music Group NV                                                  | Universal Music Group NV                                                                                                      | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       416451 | NS      | $8731981.32    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BRANICKS Group AG                                                         | BRANICKS Group AG                                                                                                             | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $560511.68     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1165752.71    | 0.01%             | 2027-10-09      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                                                                | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         3599 | NS      | $3295817.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      1087000 | PA      | $1325384.60    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       265000 | PA      | $291921.60     | 0.00%             | 2029-07-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Malpani Pipes & Fittings Ltd.                                             | Malpani Pipes & Fittings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 8945004LD07BR3B7NX38       | Long             | EC               | CORP              | IN        |         4800 | NS      | $3100.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class A                                                                                            | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      2811441 | NS      | $8207674.52    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| New China Life Insurance Co. Ltd.                                         | New China Life Insurance Co. Ltd., Class A                                                                                    | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               | CORP              | CN        |       365400 | NS      | $3462315.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sany Heavy Industry Co. Ltd.                                              | Sany Heavy Industry Co. Ltd., Class A                                                                                         | CUSIP: N/A<br>LEI: 3003001FS86S7NYOHV89       | Long             | EC               | CORP              | CN        |       884300 | NS      | $2642500.13    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     44060000 | PA      | $893491.23     | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                              | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |      2400000 | PA      | $2825220.70    | 0.02%             | 2034-05-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      1483422 | NS      | $66977547.29   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                                                          | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      5002073 | PA      | $6625515.00    | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                 | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        59408 | NS      | $3555609.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |       373000 | PA      | $432303.68     | 0.00%             | 2038-11-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                     | Westpac Banking Corp.                                                                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       460000 | PA      | $316674.76     | 0.00%             | 2045-11-13      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Tabcorp Finance Pty. Ltd.                                                 | Tabcorp Finance Pty. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 213800DP7KVM374ANX97       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $349290.94     | 0.00%             | 2031-05-28      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      3656000 | PA      | $4102637.78    | 0.02%             | 2030-06-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                           | Puma International Financing SA                                                                                               | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |       235000 | PA      | $241580.00     | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       200000 | PA      | $206887.91     | 0.00%             | 2031-03-08      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Elior Group SA                                                            | Elior Group SA                                                                                                                | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |      2696000 | PA      | $3231955.54    | 0.02%             | 2030-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      1501000 | PA      | $1774763.34    | 0.01%             | 2029-04-15      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      8144000 | PA      | $2442626.54    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1193948.64    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HKT Capital No. 6 Ltd.                                                    | HKT Capital No. 6 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |       900000 | PA      | $824166.00     | 0.00%             | 2032-01-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      2560150 | PA      | $644346.94     | 0.00%             | 2036-08-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        31081 | NS      | $416876.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3285046.91    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      7811000 | PA      | $8869531.96    | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      2901000 | PA      | $3955501.88    | 0.02%             | 2055-05-21      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1098000 | PA      | $1289812.54    | 0.01%             | 2031-06-01      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       740000 | PA      | $887447.50     | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1256058.19    | 0.01%             | 2031-01-06      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      1791000 | PA      | $1881600.17    | 0.01%             | 2034-11-16      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      2456526 | PA      | $2995760.67    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        95421 | PA      | $18230347.96   | 0.11%             | 2026-10-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      2833000 | PA      | $3400542.06    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Luna 2.5 SARL                                                             | Luna 2.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |       756000 | PA      | $889745.72     | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       669000 | PA      | $709976.25     | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                               | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       121985 | NS      | $1390158.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       292000 | PA      | $326697.93     | 0.00%             | 2031-07-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       724000 | PA      | $758752.00     | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      1163000 | PA      | $1415455.36    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       700891 | PA      | $828737.94     | 0.00%             | 2029-12-31      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      1129000 | PA      | $1308802.92    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Straumann Holding AG                                                      | Straumann Holding AG (Registered)                                                                                             | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        47981 | NS      | $5207319.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2308683.32    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Veon Midco BV                                                             | Veon Midco BV                                                                                                                 | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |       776000 | PA      | $754776.40     | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $521555.98     | 0.00%             | 2031-10-09      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      1974800 | NS      | $829964.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      7899000 | PA      | $9281309.34    | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Seche Environnement SACA                                                  | Seche Environnement SACA                                                                                                      | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |       412000 | PA      | $485473.32     | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      2746455 | PA      | $15738588.80   | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      3144600 | PA      | $3833672.85    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                                                                         | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $1005040.00    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      2337000 | PA      | $2698454.41    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| TAV Havalimanlari Holding A/S                                             | TAV Havalimanlari Holding A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |       594000 | PA      | $611820.00     | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        96900 | NS      | $4488889.06    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                                                      | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |       310000 | PA      | $382230.62     | 0.00%             | 2031-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      1185000 | PA      | $1469028.30    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                        | Pacific National Finance Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       480000 | PA      | $345306.45     | 0.00%             | 2054-12-11      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      3047000 | PA      | $4217607.06    | 0.02%             | 2030-12-20      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                                                        | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      1900000 | PA      | $2231477.13    | 0.01%             | 2054-09-16      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      3719000 | PA      | $5119915.50    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       606000 | PA      | $784133.17     | 0.00%             | 2029-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 180684000000 | PA      | $10375277.15   | 0.06%             | 2030-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $713013.50     | 0.00%             | 2030-09-24      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                                                        | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |       649000 | PA      | $909406.02     | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Garuda Indonesia Persero Tbk. PT                                          | Garuda Indonesia Persero Tbk. PT                                                                                              | CUSIP: N/A<br>LEI: 254900CUWPNFYKQUW656       | Long             | DBT              | NUSS              | ID        |       230908 | PA      | $195008.66     | 0.00%             | 2031-12-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        23654 | PA      | $4673191.20    | 0.03%             | 2026-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Lion/Polaris Lux Midco SARL                                               | Lion/Polaris Lux Midco SARL                                                                                                   | CUSIP: N/A<br>LEI: 984500B6N8F6E153B579       | Long             | DBT              | CORP              | LU        |      2478000 | PA      | $2932384.30    | 0.02%             | 2029-07-01      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      1382000 | PA      | $1429447.63    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      1550000 | PA      | $1849519.24    | 0.01%             | 2031-07-14      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                                                               | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |       993000 | PA      | $1359944.63    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Agrifarma SpA                                                             | Agrifarma SpA                                                                                                                 | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |      6556000 | PA      | $7686564.58    | 0.04%             | 2028-10-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       558689 | PA      | $644122.96     | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       556403 | PA      | $641688.00     | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |       215549 | NS      | $9896482.22    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Ades Holding Co.                                                          | Ades Holding Co.                                                                                                              | CUSIP: N/A<br>LEI: 98450075A96DF4FE9813       | Long             | EC               | CORP              | SA        |       336843 | NS      | $1769819.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                                                  | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      2186000 | PA      | $2603681.58    | 0.02%             | 2030-05-08      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      1335000 | PA      | $1923490.52    | 0.01%             | 2086-08-30      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      2623000 | PA      | $3171261.42    | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1393431.79    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $715291.12     | 0.00%             | 2029-09-17      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $726915.84     | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                                                                  | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |       389000 | PA      | $471465.48     | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       419000 | PA      | $478486.65     | 0.00%             | 2031-07-31      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                                                  | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      1628000 | PA      | $1965579.51    | 0.01%             | 2029-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16979000 | PA      | $4658275.87    | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                                                                             | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        85576 | NS      | $17953282.56   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                        | IRB Infrastructure Developers Ltd.                                                                                            | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |       300000 | PA      | $307266.75     | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      3764000 | PA      | $4601900.26    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| A2A SpA                                                                   | A2A SpA                                                                                                                       | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       937000 | PA      | $1123125.93    | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2505742.75    | 0.01%             | 2030-12-13      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       624346 | PA      | $737755.59     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      2855630 | PA      | $3360845.61    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     58986228 | PA      | $66660229.80   | 0.39%             | 2034-10-18      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing 2019 plc                                                                                          | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      1805000 | PA      | $2118292.16    | 0.01%             | 2029-07-31      | Floating      | 8.62%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     19310000 | PA      | $5103115.52    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                       | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      1239000 | PA      | $1265897.46    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      1225000 | PA      | $1457129.08    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                          | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |       520000 | PA      | $546000.00     | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     50936871 | OU      | $10286536.50   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |      1635000 | PA      | $1778281.44    | 0.01%             | 2029-03-31      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |       637000 | PA      | $692822.80     | 0.00%             | 2029-03-31      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $561446.54     | 0.00%             | 2031-12-20      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       991000 | PA      | $1168955.42    | 0.01%             | 2031-05-17      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                                                    | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |       366000 | PA      | $440864.60     | 0.00%             | 2028-05-15      | Fixed         | 11.12%                | No            | 2                  | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                                                          | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      1711000 | PA      | $1776925.55    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | ALL Health Services Corp.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          304 | NS      | $0.00          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      1870000 | PA      | $2208849.74    | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| SambaNova Systems, Inc., Series C                                         | SambaNova Systems, Inc., Series C                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       220503 | NS      | $6758416.95    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        61803 | NS      | $31187029.86   | 0.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        92406 | NS      | $3705.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      2640000 | PA      | $2999476.85    | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      3174726 | PA      | $3744756.68    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc., Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       831348 | NS      | $345092.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc. (Preference)                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        38156 | NS      | $37965220.00   | 0.22%             |  |  |  | No            | 3                  | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     18205719 | PA      | $17412903.92   | 0.10%             | 2031-09-25      | Fixed         | 2.50%                 | No            | 3                  | On Loan: No      |
| MCM Associates Ltd.                                                       | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     12197185 | PA      | $9691998.71    | 0.06%             | 2031-09-25      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       593428 | NS      | $3613974.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       520854 | NS      | $125004.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FLYR - Secured Note                                                       | FLYR - Secured Note                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      4709803 | PA      | $0.47          | 0.00%             | 2027-01-20      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Grand Rounds, Inc.                                                        | Included Health                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     11562554 | NS      | $8325038.88    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc., Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       103334 | NS      | $0.10          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       786000 | PA      | $957963.47     | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Envalior Deutschland Gmbh                                                 | Envalior Deutschland Gmbh                                                                                                     | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |     14100266 | PA      | $13900972.50   | 0.08%             | 2031-03-31      | Fixed         | 12.66%                | No            | 3                  | On Loan: No      |
| Formentera Partners Fund II LP                                            | Formentera Partners Fund II LP                                                                                                | CUSIP: N/A<br>LEI: 54930034O8YBREDODZ37       | Long             | EC               | CORP              | US        |     12843193 | NS      | $11558873.70   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Deep Instinct, Ltd., Series D                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       109339 | NS      | $1093.39       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Pioneer Midco LLC                                                         | Pioneer Midco LLC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     18481994 | PA      | $18459815.30   | 0.11%             | 2030-11-18      | Floating      | 10.50%                | No            | 3                  | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       171990 | NS      | $4299750.00    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        27300 | NS      | $682500.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        68250 | NS      | $1706250.00    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       121776 | NS      | $1.22          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1165000 | PA      | $1398493.83    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | RapidSOS, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2862231 | NS      | $2919475.62    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Farmers Business Network, Inc.                                            | Farmers Business Network, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       310205 | NS      | $335021.40     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                           | 10x Future Technologies Services Ltd., Series D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |       637808 | NS      | $1961447.75    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       768436 | NS      | $41825.97      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Volato Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       181758 | NS      | $1454.06       | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| RapidSOS, Inc.                                                            | RapidSOS, Inc., Series C-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      5162136 | NS      | $5317000.08    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5171633 | PA      | $5158703.71    | 0.03%             | 2028-01-30      | Fixed         | 20.00%                | Yes           | 3                  | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       259727 | NS      | $2.60          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Homes By West Bay LLC                                                     | Homes By West Bay LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     38780000 | PA      | $37810500.00   | 0.22%             | 2030-02-06      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     10343266 | PA      | $10317407.43   | 0.06%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6344820 | NS      | $63.45         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| FreeWire Technologies, Inc.                                               | FreeWire Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          166 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1717 | NS      | $4981995.69    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc., Class A                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       232643 | NS      | $251254.44     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       800000 | PA      | $1011686.30    | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      3385000 | PA      | $3897385.91    | 0.02%             | 2031-03-16      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      3125000 | PA      | $4137071.47    | 0.02%             | 2032-06-16      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      3300000 | PA      | $3799089.12    | 0.02%             | 2033-12-16      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Powerco Ltd.                                                              | Powerco Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 549300Q0BOMPTQSR1328       | Long             | DBT              | CORP              | NZ        |       410000 | PA      | $293246.07     | 0.00%             | 2036-04-28      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                                                            | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      1474000 | PA      | $2091207.51    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    469670000 | PA      | $7343563.77    | 0.04%             | 2035-04-28      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                               | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       857000 | PA      | $1023321.43    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                                                                 | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       982000 | PA      | $1203531.94    | 0.01%             | 2030-01-29      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      4386000 | PA      | $5215584.55    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                 | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |       528000 | PA      | $591550.50     | 0.00%             | 2030-04-22      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       868000 | PA      | $1009797.87    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     35450000 | PA      | $1465889.89    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    287480000 | PA      | $4594007.09    | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1219571.53    | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       560000 | PA      | $654482.01     | 0.00%             | 2031-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      2595000 | PA      | $3164631.24    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| People's Republic of China                                                | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     25520000 | PA      | $3850056.00    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     25810000 | PA      | $506378.04     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            | 2                  | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     51816000 | PA      | $1005133.90    | 0.01%             | 2034-09-27      | Fixed         | 28.08%                | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      4907000 | PA      | $90781.79      | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            | 2                  | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       226000 | PA      | $264084.64     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       846000 | PA      | $995914.47     | 0.01%             | 2032-10-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Entain plc                                                                | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      1310000 | PA      | $1537369.63    | 0.01%             | 2031-11-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      1576000 | PA      | $2141769.25    | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      1457000 | PA      | $1725153.03    | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Laopu Gold Co. Ltd.                                                       | Laopu Gold Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: 2549003X1NWK88OCWI97       | Long             | EC               | CORP              | CN        |        20800 | NS      | $1485094.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| King US Bidco, Inc.                                                       | King US Bidco, Inc.                                                                                                           | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      2070000 | PA      | $2446414.99    | 0.01%             | 2032-12-01      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $606783.49     | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       700000 | PA      | $824977.94     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7243000 | PA      | $8332122.05    | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      2556000 | PA      | $3460380.85    | 0.02%             | 2031-03-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      7674000 | PA      | $8032805.86    | 0.05%             | 2030-12-01      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Alstria SARL                                                              | alstria SARL                                                                                                                  | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $1982081.28    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      1259000 | PA      | $1357221.70    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Celestica, Inc.                                                           | Celestica, Inc.                                                                                                               | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |        10117 | NS      | $4153604.42    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    167000000 | PA      | $338217.49     | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            | 2                  | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       570000 | PA      | $668896.88     | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Saudi National Bank (The)                                                 | Saudi National Bank (The)                                                                                                     | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |        55344 | NS      | $579632.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1125000 | PA      | $1559883.86    | 0.01%             | 2032-02-28      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| GLP Pte. Ltd.                                                             | GLP Pte. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |       300000 | PA      | $235650.00     | 0.00%             | 2028-05-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Titulos de Tesoreria                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  25334900000 | PA      | $6251491.66    | 0.04%             | 2035-01-24      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3726000 | PA      | $1117537.64    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Hon Precision, Inc.                                                       | Hon Precision, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        91000 | NS      | $14281373.77   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     25610000 | PA      | $29861594.44   | 0.17%             | 2030-07-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Gabonese Republic                                                         | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |       504000 | PA      | $473760.00     | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     50234000 | PA      | $68125951.84   | 0.40%             | 2030-03-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1186120000 | PA      | $3883382.49    | 0.02%             | 2037-09-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SAI Life Sciences Ltd.                                                    | SAI Life Sciences Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 335800JBS3NY25NIBC93       | Long             | EC               | CORP              | IN        |        66270 | NS      | $746703.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | DBT              | CORP              | JP        |   1080000000 | PA      | $7010635.24    | 0.04%             | 2029-02-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | DBT              | CORP              | JP        |    810000000 | PA      | $5283845.93    | 0.03%             | 2031-02-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        35067 | NS      | $1173353.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       558000 | PA      | $598941.69     | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       740000 | PA      | $719968.20     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        20956 | NS      | $281194.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                                                                | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       732000 | PA      | $858494.41     | 0.00%             | 2030-07-18      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                                                                          | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |      1155000 | PA      | $1345177.12    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1155000 | PA      | $1362777.36    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Channel Vas Investments Ltd.                                              | Channel Vas Investments Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       921050 | NS      | $1039516.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      1636000 | PA      | $1917604.06    | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      4084000 | PA      | $4607688.89    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA                                                                                       | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      1311000 | PA      | $1476537.02    | 0.01%             | 2030-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1523000 | PA      | $1796068.04    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA, Series IBE                                                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      1600000 | PA      | $2180015.59    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TDC Brands A/S                                                            | TDC Brands A/S                                                                                                                | CUSIP: N/A<br>LEI: 5493003B50SM3XIJDQ79       | Long             | DBT              | CORP              | DK        |      2114000 | PA      | $2484668.52    | 0.01%             | 2031-04-30      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                                                  | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2676016.51    | 0.02%             | 2031-06-11      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| iliad SA                                                                  | Iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1278702.40    | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LG Electronics India Ltd.                                                 | LG Electronics India Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3358001R8E6IU2XJFQ88       | Long             | EC               | CORP              | IN        |       346572 | NS      | $5852123.08    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |       800000 | PA      | $785440.00     | 0.00%             | 2029-09-09      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                                                                | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      1167000 | PA      | $1414149.46    | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      3396000 | PA      | $4744488.43    | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      2185000 | PA      | $2712158.45    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                                                            | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      1913000 | PA      | $2574253.76    | 0.01%             | 2030-03-27      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      2339000 | PA      | $2733159.24    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cesar SpA                                                                 | Cesar SpA                                                                                                                     | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |      1044000 | PA      | $1236462.36    | 0.01%             | 2031-09-30      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Cesar SpA                                                                 | Cesar SpA                                                                                                                     | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |      1326000 | PA      | $1572718.05    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class H                                                                             | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       103472 | NS      | $8178014.84    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| San Miguel Global Power Holdings Corp.                                    | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       600000 | PA      | $597564.00     | 0.00%             | 2029-12-02      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                                                  | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      1467000 | PA      | $1738805.30    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CME Bitcoin                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           -3 | NC      | $-19159.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       124947 | PA      | $167344.83     | 0.00%             | 2029-12-18      | Variable      | 9.36%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      2900000 | PA      | $3334832.58    | 0.02%             | 2055-01-15      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       563000 | PA      | $651269.76     | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                 | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      1013000 | PA      | $1135410.63    | 0.01%             | 2031-02-24      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      1660000 | PA      | $1946586.65    | 0.01%             | 2034-01-21      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      1314000 | PA      | $1474960.22    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                | Alpha Star Holding IX Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |       720000 | PA      | $714600.00     | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                                                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        79873 | NS      | $3952513.67    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lundin Gold, Inc.                                                         | Lundin Gold, Inc.                                                                                                             | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |        38507 | NS      | $2587922.13    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1760606.93    | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      1670000 | PA      | $1965867.32    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                                                                 | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       649000 | PA      | $772200.04     | 0.00%             | 2031-01-24      | Fixed         | 7.36%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                                                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        67485 | NS      | $27500137.70   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                                                                | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      1800000 | PA      | $2096725.72    | 0.01%             | 2086-04-29      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      2217000 | PA      | $2600082.73    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CMOC Capital Ltd.                                                         | CMOC Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900RVFDRGDY5WUQ83       | Long             | DBT              | CORP              | VG        |      3200000 | PA      | $3123293.22    | 0.02%             | 2027-01-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     50457000 | PA      | $58253116.88   | 0.34%             | 2036-04-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                                                                         | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |       305000 | PA      | $309314.99     | 0.00%             | 2030-07-21      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       591000 | PA      | $698829.35     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          297 | NC      | $-218752.95    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                | Sobha Sukuk I Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |       277000 | PA      | $259272.00     | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration SpA                                                                                                      | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      1539000 | PA      | $1820112.69    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |       351000 | PA      | $398673.53     | 0.00%             | 2034-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                                                              | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      4904000 | PA      | $5812317.88    | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     14360000 | PA      | $16560866.72   | 0.10%             | 2031-05-31      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1182433.60    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1128495.01    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      1398000 | PA      | $1663544.77    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |       580000 | PA      | $648042.58     | 0.00%             | 2030-11-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                                                                             | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1393817.70    | 0.01%             | 2031-03-11      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      1441000 | PA      | $1683077.92    | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      1099000 | PA      | $1020781.58    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      1427000 | PA      | $1397203.20    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       601000 | PA      | $625641.00     | 0.00%             | 2035-09-26      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ampol Ltd.                                                                | Ampol Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | DBT              | CORP              | AU        |       460000 | PA      | $312432.38     | 0.00%             | 2055-10-30      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     24767000 | PA      | $6464116.62    | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                                                             | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      3150000 | PA      | $3677543.38    | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Providus CLO XIV DAC                                                      | Providus CLO XIV DAC, Series 14X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400RHQLITOVVAUF62       | Long             | ABS-CBDO         | CORP              | IE        |      1553000 | PA      | $1812113.66    | 0.01%             | 2040-04-18      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      1458000 | PA      | $2027869.92    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                           | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |       572000 | PA      | $670179.38     | 0.00%             | 2031-02-05      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       756000 | PA      | $907349.35     | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PRA Group Europe Holding II SARL                                          | PRA Group Europe Holding II SARL                                                                                              | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1151842.41    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Lendlease Asia Treasury Pte. Ltd.                                         | Lendlease Asia Treasury Pte. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900RDMI6PPK5EN222       | Long             | DBT              | CORP              | SG        |       250000 | PA      | $193225.57     | 0.00%             | 2030-09-30      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    488955000 | PA      | $7698690.53    | 0.04%             | 2030-08-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| China Hongqiao Group Ltd.                                                 | China Hongqiao Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | DBT              | CORP              | KY        |     45000000 | PA      | $6587374.20    | 0.04%             | 2027-05-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  34706200000 | PA      | $7596848.93    | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |       728000 | PA      | $840251.26     | 0.00%             | 2031-08-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $359204.65     | 0.00%             | 2037-02-23      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                  | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       512000 | PA      | $604470.04     | 0.00%             | 2030-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                  | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       701000 | PA      | $827045.29     | 0.00%             | 2032-05-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      4991000 | PA      | $5618727.43    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Telix Pharmaceuticals Investments, Inc.                                   | Telix Pharmaceuticals Investments, Inc.                                                                                       | CUSIP: N/A<br>LEI: 254900CWDJI1DLWYA524       | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1778200.00    | 0.01%             | 2031-04-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      3395000 | PA      | $3784336.38    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       431000 | PA      | $508689.93     | 0.00%             | 2032-06-30      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      2074000 | PA      | $2443373.78    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   6205300000 | PA      | $1610312.61    | 0.01%             | 2030-02-27      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      3715000 | PA      | $4281888.82    | 0.02%             | 2031-07-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      3241000 | PA      | $3709549.44    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       833000 | PA      | $965960.75     | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                       | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      4327767 | PA      | $5102674.60    | 0.03%             | 2028-09-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       289000 | PA      | $333567.95     | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Froneri Lux FinCo SARL                                                    | Froneri Lux FinCo SARL                                                                                                        | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |       897000 | PA      | $1019591.92    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE, Series SUFP                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4907789.37    | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Cas Capital No. 2 Ltd.                                                    | Cas Capital No. 2 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2549007CLL9JS1Z83O04       | Long             | DBT              | CORP              | VG        |       200000 | PA      | $200750.00     | 0.00%             | 2031-01-13      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Vinci SA                                                                  | Vinci SA, Series ADP                                                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2447252.47    | 0.01%             | 2031-03-04      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TPAO Varlik Kiralama ASA                                                  | TPAO Varlik Kiralama ASA                                                                                                      | CUSIP: N/A<br>LEI: 789000L95BI6V730WX84       | Long             | DBT              | CORP              | TR        |       325000 | PA      | $319718.75     | 0.00%             | 2031-03-04      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      2491000 | PA      | $2954893.15    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                        | Alexandrite Lake Lux Holdings SARL                                                                                            | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |      2437000 | PA      | $2809974.33    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       252453 | PA      | $1203197.05    | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       809000 | PA      | $899338.29     | 0.01%             | 2033-03-04      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                                                       | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |      1376000 | PA      | $1599091.82    | 0.01%             | 2031-02-05      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                                                       | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |       236000 | PA      | $275689.63     | 0.00%             | 2031-02-05      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    710200000 | PA      | $4107369.83    | 0.02%             | 2055-09-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        37796 | NS      | $2204079.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      1761000 | PA      | $2075664.21    | 0.01%             | 2033-04-30      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |       951000 | PA      | $1113775.61    | 0.01%             | 2032-04-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       325000 | PA      | $228719.12     | 0.00%             | 2032-08-13      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       266800 | PA      | $269577.39     | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                              | Wal-Mart de Mexico SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      2890601 | NS      | $9112711.28    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Cameroon International Bond                                   | Republic of Cameroon                                                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |       645000 | PA      | $628875.00     | 0.00%             | 2033-01-30      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      1195000 | PA      | $1400758.61    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      4705000 | PA      | $1217120.86    | 0.01%             | 2031-07-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       414000 | PA      | $484433.43     | 0.00%             | 2036-04-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1501000 | PA      | $1782092.90    | 0.01%             | 2032-04-22      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1589000 | PA      | $1880627.23    | 0.01%             | 2030-04-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AIXTRON SE                                                                | AIXTRON SE                                                                                                                    | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | DBT              | CORP              | DE        |      2400000 | PA      | $3483357.24    | 0.02%             | 2031-04-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |       750000 | PA      | $586675.35     | 0.00%             | 2033-01-21      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1160429.69    | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $144083.59     | 0.00%             | 2036-03-05      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Vicinity Centres Trust                                                    | Vicinity Centres Trust                                                                                                        | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |       450000 | PA      | $311332.66     | 0.00%             | 2036-03-03      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                                                   | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      1736000 | PA      | $2062873.53    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ZTO Express Cayman, Inc.                                                  | ZTO Express Cayman, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | DBT              | CORP              | KY        |      8207000 | PA      | $8412175.00    | 0.05%             | 2031-03-01      | Fixed         | 0.93%                 | No            | 2                  | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                          | Screaming Eagle Acquistion Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       262419 | NS      | $3230646.10    | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Melange Secondaries Partners                                              | Melange Capital Partners                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12415455 | NS      | $13614788.11   | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        36275 | NS      | $698293.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        25062 | NS      | $482443.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        61404 | NS      | $0.61          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series BX                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       841086 | NS      | $8.41          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Source Global PBC                                                         | SOURCE Global PBC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       139668 | NS      | $11173.44      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Wom New Holdco                                                            | WOM New Holdco                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         5047 | NS      | $75705.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Anduril Investors LLC                                                     | Anduril Investors LLC, Series G                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       132173 | NS      | $9113328.35    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Crescent Midstream Private                                                | Crescent Midstream Private                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5696000 | NS      | $6664320.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Deep Instinct Ltd.                                                        | Deep Instinct Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       346564 | NS      | $20793.84      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       612553 | NS      | $6.13          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25670408 | PA      | $2.57          | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            | 3                  | On Loan: No      |
| EXO Imaging, Inc., Series D                                               | EXO Imaging, Inc., Series D                                                                                                   | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |       661698 | NS      | $489656.56     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Capital Technologies, Inc.                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        14236 | NS      | $5267.19       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Verge Genomics                                                            | Verge Genomics                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1907212 | NS      | $286081.80     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Relativity Space, Inc.                                                    | Relativity Space, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         5551 | NS      | $5717.20       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Anthropic PBC                                                             | Anthropic PBC                                                                                                                 | CUSIP: N/A<br>LEI: 984500B6DEB8CEBC4Z70       | Long             | EP               | CORP              | US        |        99562 | NS      | $31717466.34   | 0.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Jose Andres Group 1L Notes                                                | Jose Andres Group 1L Notes                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      7163000 | PA      | $5363654.40    | 0.03%             | 2032-11-14      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc., Series D-X                                                                                                        | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | EC               | CORP              | US        |      2491076 | NS      | $24.91         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | GTT Communications, Inc.                                                                                                      | CUSIP: 362393118<br>LEI: N/A                  | N/A              | DE               |  | US        |        53722 | NS      | $1704599.06    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        84881 | NS      | $0.85          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |         7570 | NS      | $154146.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ascent Resources LLC                                                      | Ascent Resources LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6012656 | NS      | $7575946.56    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | FLYR, Inc., Series D-X                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35428 | NS      | $0.35          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Resurgent Trade & Investments Ltd.                                        | Resurgent Trade & Investments Ltd.                                                                                            | CUSIP: N/A<br>LEI: 89450041TCNTI3YL5A08       | Long             | DBT              | CORP              | MU        |     18815000 | PA      | $18862037.50   | 0.11%             | 2027-12-05      | Fixed         | 9.51%                 | No            | 3                  | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC                                                                                                              | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |        25594 | NS      | $0.26          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC, Class A                                                                                                     | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |       267150 | NS      | $2.67          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| RSA Security LLC                                                          | RSA Security LLC, Class B                                                                                                     | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |       801451 | NS      | $8.01          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Anthropics Technology Ltd.                                                | Anthropics Technology Ltd., Series G                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |        30919 | NS      | $9849865.83    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| Zeitview                                                                  | Zeitview, Series E-3, Class E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2096035 | NS      | $2127727.32    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| New Knoxville Local School District                                       | New Knoxville Local School District                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       366110 | NS      | $494137.75     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EOC Partners Fund LP                                                      | EOC Partners Fund LP                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23289877 | NS      | $23289877.00   | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| True Anomaly, Inc.                                                        | True Anomaly, Inc., Series D, Class E                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       445531 | NS      | $11664001.58   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Anduril Engineering LLC                                                   | Anduril Engineering LLC, Series H, Class E                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        48062 | NS      | $3314004.67    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| OpenAir.com                                                               | OpenAir.com, Series C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        12993 | NS      | $8935115.89    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      1053854 | NS      | $81444351.35   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Equate Petrochemical Co. KSCC                                             | Equate Petrochemical Co. KSCC                                                                                                 | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |       653000 | PA      | $650518.60     | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TBC Bank Group plc                                                        | TBC Bank Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |        58923 | NS      | $3888704.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       667200 | NS      | $7737558.90    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       686600 | NS      | $11782251.04   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       510000 | PA      | $5610.00       | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                               | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      2575000 | PA      | $3309478.72    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mr Price Group Ltd.                                                       | Mr Price Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       223538 | NS      | $2093467.09    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rumo SA                                                                   | Rumo SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |       602084 | NS      | $1924752.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federative Republic of Brazil                                             | Nota Do Tesouro Nacional                                                                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        93470 | PA      | $18428014.07   | 0.11%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      1376190 | NS      | $39828855.38   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| SBI Life Insurance Co. Ltd.                                               | SBI Life Insurance Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |       915952 | NS      | $17591508.22   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      3450323 | OU      | $2540083.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EURO STOXX Bank Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2099 | NC      | $2082445.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       621342 | OU      | $795216.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |     35079809 | OU      | $5135196.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |       206241 | OU      | $56.68         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      1778688 | OU      | $85608.29      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       323198 | OU      | $50760.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         3247 | NC      | $-1130474.24   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |         1554 | OU      | $28.98         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1690 | NC      | $-35959802.01  | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| EURO                                                                      | EURO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      2559999 | OU      | $3004542.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -22600 | NC      | $12518230.26   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          586 | NC      | $-3230023.42   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       131770 | NS      | $23548616.70   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH plc                                                                   | CRH plc                                                                                                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       348905 | NS      | $41317330.10   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       108245 | NS      | $1281620.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       162368 | NS      | $8118.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                                                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        41841 | NS      | $18117571.41   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Avianca Midco 2 plc                                                       | Avianca Midco 2 plc                                                                                                           | CUSIP: N/A<br>LEI: 213800AMPX5VKH9AMX10       | Long             | DBT              | CORP              | GB        |       252134 | PA      | $245515.48     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       477759 | NS      | $2083029.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| James Hardie Industries plc                                               | James Hardie Industries plc                                                                                                   | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       134758 | NS      | $2828570.42    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       165946 | NS      | $4349444.66    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jubilee CLO DAC                                                           | Jubilee CLO DAC, Series 2024-29X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |      3370000 | PA      | $3958622.53    | 0.02%             | 2039-01-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        95675 | NS      | $76.54         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       117502 | NS      | $9514136.94    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc, Class A                                                                                                   | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        47244 | NS      | $2366451.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd.                                  | Star Energy Geothermal Wayang Windu Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |       171110 | PA      | $173972.67     | 0.00%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| StoneCo Ltd.                                                              | StoneCo Ltd., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |       248995 | NS      | $2733965.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      1822000 | PA      | $1737185.90    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                                                                           | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        58297 | NS      | $12339143.02   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       144498 | NS      | $71171044.92   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      1142000 | PA      | $1135306.17    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                             | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        36521 | NS      | $699742.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $849000.00     | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       260000 | PA      | $272350.00     | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            | 2                  | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      4105006 | OU      | $5585887.34    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        24986 | NS      | $6274984.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     20408716 | OU      | $2605645.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Forint                                                                    | Forint                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |     19043653 | OU      | $61373.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |    387321597 | OU      | $22375.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1512 | NC      | $-1659770.61   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New Israeli Sheqel                                                        | New Israeli Sheqel                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       167551 | OU      | $56840.21      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |     82033860 | OU      | $864299.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       260000 | PA      | $285222.96     | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Japan 10-Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          137 | NC      | $-2249966.18   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IFSC NIFTY 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |          824 | NC      | $282008.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yen                                                                       | Yen                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   1005617117 | OU      | $6423411.05    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ascendis Pharma A/S                                                       | Ascendis Pharma A/S                                                                                                           | CUSIP: N/A<br>LEI: 549300B66JN3W3J8GH73       | Long             | EC               | CORP              | DK        |        11211 | NS      | $2571579.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -2774 | NC      | $-81392.63     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         1850 | NC      | $185642.09     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |          841 | NC      | $24800322.27   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Won                                                                       | Won                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |  57499486120 | OU      | $38767183.20   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                                                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      4559818 | PA      | $4835176.29    | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                         | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |       400527 | PA      | $374692.55     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                        | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      5514000 | PA      | $5606458.75    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                                                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         7087 | NS      | $3164699.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |     96940596 | OU      | $5549451.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV, Class A                                                                                         | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        44208 | NS      | $3297916.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mong Duong Finance Holdings BV                                            | Mong Duong Finance Holdings BV                                                                                                | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |       434535 | PA      | $429103.69     | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        28660 | NS      | $8414289.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       883000 | PA      | $609049.25     | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SGX Nikkei 225 Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |          -50 | NC      | $-964238.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          918 | NC      | $32741210.63   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       472356 | OU      | $50984.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2020 | NC      | $-108448299.26 | -0.63%            |  |  |  | No            | 1                  | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |        84590 | OU      | $49971.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00PBV9105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2000 | NC      | $-285000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00PBV8C13<br>LEI: N/A                  | N/A              | DE               |  | US        |         -122 | NC      | $-144265.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 00PBVABB7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -280 | NC      | $-30100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 00PBV8SR9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -390 | NC      | $-19500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arcano Euro CLO I DAC                                                     | Arcano Euro CLO I DAC, Series 1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3791925.69    | 0.02%             | 2039-04-25      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                                                        | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |      2640000 | PA      | $3111035.79    | 0.02%             | 2037-10-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class D                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3758503.89    | 0.02%             | 2039-04-16      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R DAC                                  | CVC Cordatus Opportunity Loan Fund-R DAC, Series 1X, Class DR                                                                 | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |      6410000 | PA      | $7448644.93    | 0.04%             | 2033-08-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00PBYLFM2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -208 | NC      | $-60736.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                      | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    421821000 | PA      | $712336.10     | 0.00%             | 2027-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PBYVUQ4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -8000 | NC      | $-6538206.13   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CBYXMH3<br>LEI: N/A                  | N/A              | DE               |  | US        |         2856 | NC      | $514700.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $470795.23     | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            | 2                  | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                       | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      1493000 | PA      | $1784388.58    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $902499.27     | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           76 | NC      | $210140.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                                                          | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      1649000 | PA      | $1888112.36    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $2207980.71    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00PC0VQQ4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -287 | NC      | $-49220.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00PC0VQP6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1000 | NC      | $-109500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bausch & Lomb, Inc.                                                       | Bausch + Lomb Netherlands BV                                                                                                  | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |       932000 | PA      | $1102585.14    | 0.01%             | 2031-01-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      2050000 | PA      | $2423511.60    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      2041000 | PA      | $2283529.00    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -1850 | NC      | $-260550.30    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          369 | NC      | $178102.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC1XK14<br>LEI: N/A                  | N/A              | DE               |  | US        |         5000 | NC      | $10737500.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC22252<br>LEI: N/A                  | N/A              | DE               |  | US        |          356 | NC      | $1103600.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           65 | NC      | $4972.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Palantir Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          218 | NC      | $30084.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CC20850<br>LEI: N/A                  | N/A              | DE               |  | US        |         1217 | NC      | $751497.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          195 | NC      | $811200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC237K2<br>LEI: N/A                  | N/A              | DE               |  | US        |          100 | NC      | $8700.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      1329000 | PA      | $1552119.54    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                                                        | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       699000 | PA      | $812058.43     | 0.00%             | 2032-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |      1430000 | PA      | $1685079.27    | 0.01%             | 2039-07-25      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     44459000 | PA      | $821121.50     | 0.00%             | 2028-07-01      | Fixed         | 23.44%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          660 | NC      | $-1859661.20   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CC2ARH1<br>LEI: N/A                  | N/A              | DE               |  | US        |          155 | NC      | $57350.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          203 | NC      | $31668.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CC2C0J2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2856 | NC      | $-122510.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5X, Class D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      1500000 | PA      | $1775191.16    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                   | CUSIP: 00CC2GQ63<br>LEI: N/A                  | N/A              | DE               |  | US        |         3461 | NC      | $236663.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                   | CUSIP: 00PC2P5Q8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3461 | NC      | $-294536.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CC2KCE2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -220 | NC      | $-99000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00CC2K7B4<br>LEI: N/A                  | N/A              | DE               |  | US        |          531 | NC      | $74340.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CC2J6P7<br>LEI: N/A                  | N/A              | DE               |  | US        |          328 | NC      | $51168.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PC2QNU7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -791 | NC      | $-73958.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Figeac Aero SA                                                            | Figeac Aero North America, Inc.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6550000 | PA      | $7562871.49    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          102 | NC      | $2550.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -406 | NC      | $-379610.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $344035.31     | 0.00%             | 2040-07-30      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -119 | NC      | $-204085.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2000 | NC      | $-2135000.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00CC3TP40<br>LEI: N/A                  | N/A              | DE               |  | US        |          208 | NC      | $56472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00CC3TR30<br>LEI: N/A                  | N/A              | DE               |  | US        |          430 | NC      | $26875.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00PC406Q0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -910 | NC      | $-95550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -791 | NC      | $-214756.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2000 | NC      | $24000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         3740 | NC      | $-3816711.85   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class DR                                                                                | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |      1619000 | PA      | $1895238.32    | 0.01%             | 2038-07-15      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| Aurium CLO VII DAC                                                        | Aurium CLO VII DAC, Series 7X, Class DR                                                                                       | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |       960000 | PA      | $1128953.12    | 0.01%             | 2038-10-15      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      2020000 | PA      | $2294360.47    | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -480 | NC      | $-88800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                    | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |       375000 | PA      | $368122.50     | 0.00%             | 2041-03-17      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                        | Colombia Telecomunicaciones SA ESP                                                                                            | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |       706000 | PA      | $662581.00     | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                         | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       290000 | PA      | $334722.16     | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1027237.16    | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO 1 DAC, Series 1X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |      1920000 | PA      | $2273717.06    | 0.01%             | 2038-10-20      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00PC6SLK3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -530 | NC      | $-22525.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                  | CUSIP: 00PC6LU77<br>LEI: N/A                  | N/A              | DE               |  | US        |         -390 | NC      | $-10530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00PC6Q0W4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -736 | NC      | $-912640.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                           | CUSIP: 00CC6EE26<br>LEI: N/A                  | N/A              | DE               |  | US        |          301 | NC      | $3762.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CSX Corp.                                                                                                                     | CUSIP: 00CC6KBH2<br>LEI: N/A                  | N/A              | DE               |  | US        |          821 | NC      | $98520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CC6GFG9<br>LEI: N/A                  | N/A              | DE               |  | US        |          683 | NC      | $259540.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00PC6Q0V6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1071 | NC      | $-856800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                  | CUSIP: 00CC6ECR3<br>LEI: N/A                  | N/A              | DE               |  | US        |          146 | NC      | $1533.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00PC6WQ11<br>LEI: N/A                  | N/A              | DE               |  | US        |         -221 | NC      | $-126522.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00CC6Q5C7<br>LEI: N/A                  | N/A              | DE               |  | US        |           95 | NC      | $1852.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 00CC6MQS8<br>LEI: N/A                  | N/A              | DE               |  | US        |          390 | NC      | $8775.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00PC70MU0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -260 | NC      | $-357500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00CC6U2G2<br>LEI: N/A                  | N/A              | DE               |  | US        |          122 | NC      | $21594.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AGL Energy Ltd.                                                           | AGL Energy Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |       340000 | PA      | $232091.00     | 0.00%             | 2035-09-30      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       244000 | PA      | $261751.00     | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    144800000 | PA      | $2619794.41    | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4986 | NC      | $913719.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00CC7N1M5<br>LEI: N/A                  | N/A              | DE               |  | US        |           35 | NC      | $11287.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares Expanded Tech-Software Sector ETF                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -4986 | NC      | $-59828.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      2379000 | PA      | $2752638.09    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Penta CLO DAC                                                             | Penta CLO 17 DAC, Series 2024-17X, Class DR                                                                                   | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |      1610000 | PA      | $1861172.76    | 0.01%             | 2039-02-15      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |       875000 | PA      | $1010203.49    | 0.01%             | 2031-08-12      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00CCF79V3<br>LEI: N/A                  | N/A              | DE               |  | US        |          152 | NC      | $369360.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newbridge Park CLO DAC                                                    | Newbridge Park CLO DAC, Series 1X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400MHBRLQFZ1CYD71       | Long             | ABS-CBDO         | CORP              | IE        |      1940000 | PA      | $2243707.76    | 0.01%             | 2040-04-15      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00PCFFDZ7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1255 | NC      | $-423562.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CCFAUH3<br>LEI: N/A                  | N/A              | DE               |  | US        |         2503 | NC      | $611983.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00PCFFDY0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1248 | NC      | $-212784.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CCF8YJ0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1208 | NC      | $-35032.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CCFDHZ2<br>LEI: N/A                  | N/A              | DE               |  | US        |          114 | NC      | $61275.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          123 | NC      | $434190.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2001 | NC      | $5452725.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1587528.80    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -406 | NC      | $-1250480.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00CCFFX14<br>LEI: N/A                  | N/A              | DE               |  | US        |          287 | NC      | $167895.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2001 | NC      | $-3076537.50   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2001 | NC      | $-1530765.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2001 | NC      | $7048522.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Macquarie Bank Ltd.                                                       | Macquarie Bank Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |       800000 | PA      | $573800.15     | 0.00%             | 2036-08-20      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CCFJKB8<br>LEI: N/A                  | N/A              | DE               |  | US        |          249 | NC      | $192352.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00PCFR0A0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -249 | NC      | $-80676.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 00CCFHQW0<br>LEI: N/A                  | N/A              | DE               |  | US        |          424 | NC      | $323300.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CCFJKK8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -249 | NC      | $-29257.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                             | CUSIP: 00CCFJSX2<br>LEI: N/A                  | N/A              | DE               |  | US        |          285 | NC      | $855.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Honeywell International, Inc.                                                                                                 | CUSIP: 00CCFJA86<br>LEI: N/A                  | N/A              | DE               |  | US        |          138 | NC      | $3795.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Philip Morris International, Inc.                                                                                             | CUSIP: 00CCFK3E8<br>LEI: N/A                  | N/A              | DE               |  | US        |          198 | NC      | $4950.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CCFJKM4<br>LEI: N/A                  | N/A              | DE               |  | US        |           71 | NC      | $6035.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     38000000 | PA      | $573022.63     | 0.00%             | 2036-02-23      | Fixed         | 5.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CCGP0Q2<br>LEI: N/A                  | N/A              | DE               |  | US        |          361 | NC      | $41695.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                              | CUSIP: 00CCGNQ06<br>LEI: N/A                  | N/A              | DE               |  | US        |           66 | NC      | $3465.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00CCGVLX1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -669 | NC      | $-104698.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |          197 | NC      | $142193.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         -197 | NC      | $-23120.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Elmwood European CLO 1                                                    | Elmwood European CLO 1                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      2620000 | PA      | $3096655.63    | 0.02%             | 2040-04-16      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| BBAM European CLO I DAC                                                   | BBAM European CLO I DAC, Series 1X, Class DRR                                                                                 | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |      1950000 | PA      | $2277151.07    | 0.01%             | 2038-10-22      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                          | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  11851000000 | PA      | $1935484.94    | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       282000 | PA      | $263352.75     | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       336000 | PA      | $299145.00     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO 2 DAC, Series 2X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400NH1P1SJKW98951       | Long             | ABS-CBDO         | CORP              | IE        |      2100000 | PA      | $2485321.11    | 0.01%             | 2039-01-20      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                           | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        32278 | NS      | $-27113.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -14546 | NS      | $-348384.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -309331 | NS      | $29668.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -203215 | NS      | $130057.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                           | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -34967 | NS      | $-2447.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Community Financial System, Inc.                                                                                              | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13952 | NS      | $-26787.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -61 | NS      | $7.64          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13751 | NS      | $244021.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -343627 | NS      | $23934.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -65582 | NS      | $118037.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |        40820 | NS      | $1224.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Derayah Financial Co.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        88652 | NS      | $14090.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -936100 | NS      | $63948.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -80729 | NS      | $-19476.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -272221 | NS      | $24108.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -288300 | NS      | $101697.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16798 | NS      | $-1038.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Vanguard Intermediate-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |      -191274 | NS      | $34429.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        59583 | NS      | $44991.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -92680 | NS      | $493651.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -16 | NS      | $5.34          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AMC Global Media, Inc., Class A                                                                                               | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       176496 | NS      | $165906.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1668512 | NS      | $11539.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sapporo Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -165200 | NS      | $50055.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SATS Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -210900 | NS      | $66614.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Mineral Resources Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -73930 | NS      | $-494893.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                       | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |        -5149 | NS      | $-1956.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lynas Rare Earths Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -192988 | NS      | $131404.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21250 | NS      | $-143995.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Unimicron Technology Corp.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11000 | NS      | $-99198.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dell Technologies, Inc., Class C                                                                                              | CUSIP: 24703L202<br>LEI: N/A                  | N/A              | DE               |  | US        |       -19552 | NS      | $73815.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -57500 | NS      | $14718.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Smurfit WestRock plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -210183 | NS      | $273237.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -796700 | NS      | $720.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8491 | NS      | $121200.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -576130 | NS      | $26175.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       321400 | NS      | $500.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Norwegian Cruise Line Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -210055 | NS      | $175141.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -219500 | NS      | $15080.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Temenos AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23792 | NS      | $180105.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CoStar Group, Inc.                                                                                                            | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -156853 | NS      | $652508.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | China Railway Group Ltd., Class H                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3767000 | NS      | $141106.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Super Micro Computer, Inc.                                                                                                    | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |      -358436 | NS      | $402697.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -607453 | NS      | $106620.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -539232 | NS      | $1569165.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | DMG Mori Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -159651 | NS      | $-255336.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -443728 | NS      | $295085.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Grifols SA, Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -288276 | NS      | $65602.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1564194 | NS      | $-17967.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Food & Life Cos. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -128300 | NS      | $-99569.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11255 | NS      | $29080.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                         | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -59509 | NS      | $-100311.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | TKO Group Holdings, Inc., Class A                                                                                             | CUSIP: 87256C101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21464 | NS      | $-442.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Postal Savings Bank of China Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4088000 | NS      | $75206.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1086400 | NS      | $628352.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -72792 | NS      | $-103291.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |       -85339 | NS      | $-494112.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Kadokawa Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -101500 | NS      | $-50226.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1498525 | NS      | $39698.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Kobayashi Pharmaceutical Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26800 | NS      | $-11468.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -18393 | NS      | $71805.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3358192 | NS      | $245696.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -189664 | NS      | $22759.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | MMG Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4060000 | NS      | $326878.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -366886 | NS      | $431660.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alstom SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -151378 | NS      | $-41726.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ono Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -124500 | NS      | $-26222.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -11461 | NS      | $1819.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AMC Global Media, Inc., Class A                                                                                               | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        82133 | NS      | $-19711.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Barry Callebaut AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3660 | NS      | $817238.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Wise plc, Class A                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -144068 | NS      | $44036.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -252579 | NS      | $1550835.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                    | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -611242 | NS      | $-1075211.81   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Japan Steel Works Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -81000 | NS      | $-101543.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4521622 | NS      | $95694.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -455642 | NS      | $580125.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Barratt Redrow plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1169543 | NS      | $218232.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -283249 | NS      | $-8572.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20025 | NS      | $-961.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                  | CUSIP: 444859102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13842 | NS      | $-263551.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Continental AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -46948 | NS      | $11704.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Davide Campari-Milano NV                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -256909 | NS      | $-451.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cirsa Enterprises SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        89038 | NS      | $-55866.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                          | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |       674959 | PA      | $675633.96     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Quanta Services, Inc.                                                                                                         | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7994 | NS      | $-895154.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4003 | NS      | $43392.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Yakult Honsha Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -236900 | NS      | $-257159.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | BeOne Medicines Ltd., Class H                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -338300 | NS      | $389980.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Iberdrola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       186723 | NS      | $-51019.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Iluka Resources Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -669938 | NS      | $-630185.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |        44576 | NS      | $-25854.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -567037 | NS      | $403370.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Trade Desk, Inc. (The), Class A                                                                                               | CUSIP: 88339J105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -473200 | NS      | $-14196.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -41535 | NS      | $-194749.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Green Plains, Inc.                                                                                                            | CUSIP: 393222104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -149315 | NS      | $-168725.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NIKE, Inc., Class B                                                                                                           | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -540839 | NS      | $662022.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -281500 | NS      | $51509.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -116000 | NS      | $28714.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                     | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -100922 | NS      | $2516492.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -234500 | NS      | $9378.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | M3, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -437100 | NS      | $-24091.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Zensho Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -25800 | NS      | $-89596.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -309100 | NS      | $51626.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Emirates Integrated Telecommunications Co. PJSC                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       925372 | NS      | $95841.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SMG Swiss Marketplace Group AG                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2845 | NS      | $-1566.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sigma Healthcare Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3559462 | NS      | $-528821.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 00CCHB108<br>LEI: N/A                  | N/A              | DE               |  | US        |           66 | NC      | $2970.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tourmaline Oil Corp.                                                                                                          | CUSIP: 89156V106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -264834 | NS      | $-1231347.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | BXP, Inc.                                                                                                                     | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -38291 | NS      | $-6509.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sany Heavy Industry Co. Ltd., Class H                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5200 | NS      | $642.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shiseido Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -228300 | NS      | $-189947.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | China Merchants Bank Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -476000 | NS      | $212642.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Leidos Holdings, Inc.                                                                                                         | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -31715 | NS      | $38718.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Willis Towers Watson plc                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -34232 | NS      | $1204517.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Croda International plc                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -64172 | NS      | $110832.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | H & M Hennes & Mauritz AB, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -219809 | NS      | $188725.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -589700 | NS      | $-8700.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Bunge Global SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -41361 | NS      | $-53769.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Johnson Controls International plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -164296 | NS      | $-1019217.27   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8289 | NS      | $15558.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | China Hongqiao Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -331000 | NS      | $37847.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ningbo Joyson Electronic Corp., Class H                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       177000 | NS      | $10626.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rheinmetall AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          442 | NS      | $-87326.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13100 | NS      | $-54011.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        54100 | NS      | $17914.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        62500 | NS      | $-24712.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sunny Optical Technology Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        64700 | NS      | $11419.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        52850 | NS      | $45633.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Baidu, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        55900 | NS      | $86285.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       157600 | NS      | $-67791.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SIG Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -314837 | NS      | $-578772.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Delivery Hero SE                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -165620 | NS      | $-215242.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | NetEase, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        29400 | NS      | $17835.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ferrovial SE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13020 | NS      | $-19368.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        48800 | NS      | $-50759.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | TOPPAN Holdings, Inc.                                                                                                         | CUSIP: 890747108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -162300 | NS      | $-253167.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Bilibili, Inc., Class Z                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20240 | NS      | $-43370.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -65788 | NS      | $-1261591.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Constellation Brands, Inc., Class A                                                                                           | CUSIP: 21036P108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -92406 | NS      | $2192.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ares Management Corp., Class A                                                                                                | CUSIP: 03990B101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -81715 | NS      | $298259.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Mitsui OSK Lines Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -121400 | NS      | $56586.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13874 | NS      | $-6113.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -21673 | NS      | $386429.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Zijin Mining Group Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -606000 | NS      | $113731.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Infrastrutture Wireless Italiane SpA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -232810 | NS      | $17433.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                  | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -121540 | NS      | $469144.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Green Plains, Inc.                                                                                                            | CUSIP: 393222104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -216929 | NS      | $-388302.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | InPost SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -214154 | NS      | $-26623.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CMOC Group Ltd., Class H                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -108000 | NS      | $11592.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -74965 | NS      | $-113946.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CSG NV, Class A                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       403090 | NS      | $-3094001.89   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pagaya Technologies Ltd., Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -275330 | NS      | $48371.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Campbell's Company (The)                                                                                                      | CUSIP: 134429109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -590551 | NS      | $17716.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Descartes Systems Group, Inc. (The)                                                                                           | CUSIP: 249906108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -59508 | NS      | $143098.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Corpay, Inc.                                                                                                                  | CUSIP: 219948106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -44414 | NS      | $1020597.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -296521 | NS      | $320242.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Generac Holdings, Inc.                                                                                                        | CUSIP: 368736104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -32306 | NS      | $-1471215.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Carnival Corp.                                                                                                                | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               |  | US        |      -417559 | NS      | $140105.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Honda Motor Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1536900 | NS      | $293785.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Boliden AB                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -61298 | NS      | $360482.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Whitbread plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -79691 | NS      | $224095.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ZTO Express Cayman, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -144050 | NS      | $-122653.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CSG NV, Class A                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -151104 | NS      | $328758.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Crown Castle, Inc.                                                                                                            | CUSIP: 22822V101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -64544 | NS      | $-183644.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | HCA Healthcare, Inc.                                                                                                          | CUSIP: 40412C101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -12906 | NS      | $476102.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Gartner, Inc.                                                                                                                 | CUSIP: 366651107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -29374 | NS      | $252616.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Renesas Electronics Corp.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -560300 | NS      | $-462895.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Panasonic Holdings Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -598900 | NS      | $-1026146.57   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Expedia Group, Inc.                                                                                                           | CUSIP: 30212P303<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -25095 | NS      | $407291.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Nebius Group NV, Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -33704 | NS      | $618313.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | UDR, Inc.                                                                                                                     | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -328245 | NS      | $-600688.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pandora A/S                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50968 | NS      | $120694.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | International Flavors & Fragrances, Inc.                                                                                      | CUSIP: 459506101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -111641 | NS      | $96719.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shandong Gold Mining Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1057250 | NS      | $333699.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -532400 | NS      | $37409.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -439600 | NS      | $64981.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Aeroports de Paris SA                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1997 | NS      | $33769.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | F5, Inc.                                                                                                                      | CUSIP: 315616102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -62562 | NS      | $-836054.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -166911 | NS      | $-248499.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alamos Gold, Inc., Class A                                                                                                    | CUSIP: 011532108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -81192 | NS      | $410208.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Infrastrutture Wireless Italiane SpA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -22388 | NS      | $1816.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Banca Monte dei Paschi di Siena SpA                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -482196 | NS      | $-9316.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | TIS, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -116600 | NS      | $162987.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Hoya Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31900 | NS      | $-212402.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | H & M Hennes & Mauritz AB, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -108912 | NS      | $105868.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Galderma Group AG                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4077 | NS      | $38017.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8170 | NS      | $37582.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Nebius Group NV, Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9499 | NS      | $-125671.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Fujikura Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -122700 | NS      | $-122192.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | E Ink Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -268000 | NS      | $149338.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schroders plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -719875 | NS      | $-46240.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Airtel Africa plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1027994 | NS      | $45098.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Brenntag SE                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -37546 | NS      | $-82950.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | LANXESS AG                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -120285 | NS      | $-74263.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                  | CUSIP: 252131107<br>LEI: N/A                  | N/A              | DE               |  | US        |      -164833 | NS      | $527229.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | General Mills, Inc.                                                                                                           | CUSIP: 370334104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -113663 | NS      | $-13639.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Brenntag SE                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20313 | NS      | $-112370.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | STMicroelectronics NV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -91177 | NS      | $-919161.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Corning, Inc.                                                                                                                 | CUSIP: 219350105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -37342 | NS      | $170179.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -141623 | NS      | $-36821.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | E Ink Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -82000 | NS      | $26571.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Randstad NV                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -72631 | NS      | $-221824.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Williams-Sonoma, Inc.                                                                                                         | CUSIP: 969904101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -9066 | NS      | $57297.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Advantest Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7600 | NS      | $-163987.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USA Rare Earth, Inc., Class A                                                                                                 | CUSIP: 91733P107<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -342920 | NS      | $-192035.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ivanhoe Mines Ltd., Class A                                                                                                   | CUSIP: 46579R104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -324123 | NS      | $45506.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Unimicron Technology Corp.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -95000 | NS      | $-539398.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pernod Ricard SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -16448 | NS      | $18712.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rocket Cos., Inc., Class A                                                                                                    | CUSIP: 77311W101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -162445 | NS      | $110822.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Guangdong Huayan Robotics Co. Ltd., Class H                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7600 | NS      | $1884.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Berkeley Group Holdings plc                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -72368 | NS      | $100052.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Telix Pharmaceuticals Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -72389 | NS      | $-56757.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AIXTRON SE                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -33350 | NS      | $-286048.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | BAE Systems plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -27617 | NS      | $75685.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | International Consolidated Airlines Group SA                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        79258 | NS      | $-31335.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ryanair Holdings plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        14551 | NS      | $-43984.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Deutsche Lufthansa AG (Registered)                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -92984 | NS      | $54079.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sumitomo Pharma Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        64500 | NS      | $-106469.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -82100 | NS      | $50745.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Best Buy Co., Inc.                                                                                                            | CUSIP: 086516101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -68217 | NS      | $54006.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Anheuser-Busch InBev SA/NV                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -82387 | NS      | $-208677.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ON Semiconductor Corp.                                                                                                        | CUSIP: 682189105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -35622 | NS      | $-141775.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                              | CUSIP: 126650100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -40961 | NS      | $-97928.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Interactive Brokers Group, Inc., Class A                                                                                      | CUSIP: 45841N107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -44565 | NS      | $-102749.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Zebra Technologies Corp., Class A                                                                                             | CUSIP: 989207105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -11750 | NS      | $-89150.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Southwest Airlines Co.                                                                                                        | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -64103 | NS      | $-4339.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       447000 | PA      | $481646.97     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2826 | NC      | $3218158.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2483 | NC      | $3071117.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | DBT              | CORP              | US        |      4645000 | PA      | $5608184.30    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3201 | NC      | $5366534.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4138 | NC      | $6849803.13    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00CCK6D02<br>LEI: N/A                  | N/A              | DE               |  | US        |         2134 | NC      | $521943.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00PCKCU55<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2134 | NC      | $-175777.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -280 | NC      | $-135800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advantest Corp.                                                           | Advantest Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $3021302.42    | 0.02%             | 2031-03-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -180 | NC      | $-90900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CCKEVE5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1199 | NC      | $-110308.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -269 | NC      | $-283795.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stora Enso OYJ                                                            | Stora Enso OYJ                                                                                                                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       850000 | PA      | $1006691.69    | 0.01%             | 2029-03-17      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Stora Enso OYJ                                                            | Stora Enso OYJ                                                                                                                | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       700000 | PA      | $827417.82     | 0.00%             | 2031-07-17      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3799 | NC      | $3528204.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $935849.73     | 0.01%             | 2031-04-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1253000 | PA      | $1484030.93    | 0.01%             | 2034-04-22      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00CCLD1E9<br>LEI: N/A                  | N/A              | DE               |  | US        |         1133 | NC      | $481525.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00PCLKGM5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1133 | NC      | $-70812.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00CCLLK18<br>LEI: N/A                  | N/A              | DE               |  | US        |         -649 | NC      | $-606815.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       490000 | PA      | $351078.65     | 0.00%             | 2036-04-28      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | SN               | CORP              | AU        |       340000 | PA      | $244929.87     | 0.00%             | 2056-04-28      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Gohl Capital Holdings Ltd.                                                | Gohl Capital Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549009G9UNIMCATM603       | Long             | DBT              | CORP              | IM        |      1023000 | PA      | $1013035.98    | 0.01%             | 2031-10-29      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Henley CLO XVII DAC                                                       | Henley CLO XVII DAC, Series 17X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400ATIFCV7PKUJR11       | Long             | ABS-CBDO         | CORP              | IE        |       974000 | PA      | $1143135.10    | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Finance LLC                                                | Morgan Stanley Finance LLC                                                                                                    | CUSIP: N/A<br>LEI: 5493003FCPSE9RKT4B56       | Long             | SN               | CORP              | US        |     28745000 | PA      | $33736569.23   | 0.20%             | 2031-05-08      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       559000 | PA      | $652319.83     | 0.00%             | 2031-05-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Alexandrite Monnet UK Holdco plc                                          | Alexandrite Monnet UK Holdco plc                                                                                              | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |      1698000 | PA      | $1991006.89    | 0.01%             | 2031-05-31      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |        75588 | OU      | $20852.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nickel Industries Ltd.                                                    | Nickel Industries Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |       520000 | PA      | $538912.40     | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Romania New Leu                                                           | Romania New Leu                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |       388092 | OU      | $87672.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1060 | NC      | $15200860.44   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1071 | NC      | $-1630899.07   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Saudi Riyal                                                               | Saudi Riyal                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |         2021 | OU      | $538.85        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       449409 | OU      | $48675.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          936 | NC      | $-678182.08    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          936 | NC      | $-198258.47    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        64984 | OU      | $51056.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baht                                                                      | Baht                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |            0 | OU      | $0.01          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |      2282168 | OU      | $50507.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11466 | NC      | $-5423184.65   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |     53188308 | OU      | $1678685.43    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10123 | NC      | $18290491.21   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -77 | NC      | $231316.89     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          904 | NC      | $-3905102.61   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -6 | NC      | $14817.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -16 | NC      | $8096.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -1 | NC      | $1768.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            2 | NC      | $-2649.47      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           21 | NC      | $-11090.07     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14193 | NC      | $40260451.64   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         -369 | NC      | $-312898.02    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clean Renewable Power Mauritius Pte. Ltd.                                 | Clean Renewable Power Mauritius Pte. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | MU        |       735000 | PA      | $723975.00     | 0.00%             | 2027-03-25      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| India Cleantech Energy                                                    | India Cleantech Energy                                                                                                        | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |       329500 | PA      | $328264.38     | 0.00%             | 2026-08-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| India Green Power Holdings                                                | India Green Power Holdings                                                                                                    | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |       280000 | PA      | $275942.80     | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |        18496 | NS      | $4878504.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          249 | NC      | $1052790.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          -50 | NC      | $-274663.86    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taurus Law 130 Securities SRL                                             | Taurus Law 130 Securities SRL                                                                                                 | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |      7166100 | PA      | $8371253.70    | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -404 | NC      | $-1531878.12   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         -553 | NC      | $-69932.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 10x Future Technologies Services Ltd.                                     | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      8487754 | PA      | $6727706.66    | 0.04%             | 2026-06-19      | Fixed         | 15.00%                | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -65 | NC      | $-46475.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00PB509Z8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -646 | NC      | $-53618.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00PB516Q9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -361 | NC      | $-61009.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PB500Y0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3502 | NC      | $-189108.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00PB363C4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -4000 | NC      | $-260000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                   | CUSIP: 00PB50CA9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -380 | NC      | $-324900.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      2880000 | PA      | $3360377.11    | 0.02%             | 2030-02-01      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 00PB51LV1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -180 | NC      | $-103500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 00CB4TTC9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -400 | NC      | $-1679000.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       810000 | PA      | $956460.00     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       634000 | PA      | $706048.97     | 0.00%             | 2032-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PB92139<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1199 | NC      | $-224812.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -439 | NC      | $-391807.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      2805000 | PA      | $3316596.40    | 0.02%             | 2029-04-15      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      4177000 | PA      | $5081499.13    | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PBAQJ19<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1764 | NC      | $-318408.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PBAQHY9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -397 | NC      | $-55769.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00PBAS122<br>LEI: N/A                  | N/A              | DE               |  | US        |         -682 | NC      | $-710985.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4149 | NC      | $-17905554.40  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00PBLAT45<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1150 | NC      | $-770500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBCNZ16<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1400 | NC      | $-493500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PB50PX5<br>LEI: N/A                  | N/A              | DE               |  | US        |         3501 | NC      | $1015290.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CB4U649<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3501 | NC      | $-2923335.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -800 | NC      | $-370000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -850 | NC      | $-155550.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    163050000 | PA      | $2931137.20    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Tikehau CLO XII DAC                                                       | Tikehau CLO XII DAC, Series 12X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |      3828000 | PA      | $4514715.59    | 0.03%             | 2038-10-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 00PBE8CQ7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2002 | NC      | $-2332330.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                               | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |      2350000 | PA      | $2790855.04    | 0.02%             | 2037-02-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00PBEM584<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1531 | NC      | $-32151.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | VanEck Semiconductor ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -343 | NC      | $-19622.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sona Fios CLO III DAC                                                     | Sona Fios CLO III DAC, Series 3X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |      4300000 | PA      | $5070794.48    | 0.03%             | 2037-04-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: 00PBKNHC3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -725 | NC      | $-411437.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -375 | NC      | $-232822.82    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Providus CLO II DAC                                                       | Providus CLO II DAC, Series 2X, Class DRR                                                                                     | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |      2160000 | PA      | $2531388.86    | 0.01%             | 2038-10-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Arbour CLO VI DAC                                                         | Arbour CLO VI DAC, Series 6X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |      2720000 | PA      | $3187914.60    | 0.02%             | 2037-11-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Capital Four CLO VIII DAC                                                 | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                 | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |      3200000 | PA      | $3772336.06    | 0.02%             | 2037-10-25      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBL6SC7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1002 | NC      | $-179859.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBL0C80<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3600 | NC      | $-3060000.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBL6SJ2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -801 | NC      | $-344430.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     39840000 | PA      | $731091.64     | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-3X, Class D                                                              | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2331025.98    | 0.01%             | 2034-05-15      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Henley CLO XII DAC                                                        | Henley CLO XII DAC, Series 12X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2335241.87    | 0.01%             | 2038-01-15      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Arini European CLO IV DAC                                                 | Arini European CLO IV DAC, Series 4X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |      3920000 | PA      | $4609875.37    | 0.03%             | 2038-01-15      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| Contego CLO XI DAC                                                        | Contego CLO XI DAC, Series 11X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |      2000000 | PA      | $2335541.67    | 0.01%             | 2038-11-20      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Victory Street CLO I DAC                                                  | Victory Street CLO I DAC, Series 1X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      2960000 | PA      | $3504839.61    | 0.02%             | 2038-01-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                              | CUSIP: 00PBN8RQ1<br>LEI: N/A                  | N/A              | DE               |  | US        |          -66 | NC      | $-9900.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                 | CUSIP: 00PBPLHQ1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -531 | NC      | $-29470.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Contego CLO VII DAC                                                       | Contego CLO VII DAC, Series 7X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |      2640000 | PA      | $3071290.60    | 0.02%             | 2038-01-23      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Midnights SPV SRL                                                         | Midnights SPV SRL                                                                                                             | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |      8984372 | PA      | $10530974.56   | 0.06%             | 2026-08-22      | Floating      | 5.17%                 | No            | 3                  | On Loan: No      |
| Avoca CLO XVIII DAC                                                       | Avoca CLO XVIII DAC, Series 18X, Class DR                                                                                     | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      1560000 | PA      | $1824826.05    | 0.01%             | 2038-01-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00PBR8E99<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1792 | NC      | $-84813.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 00CBR1YR6<br>LEI: N/A                  | N/A              | DE               |  | US        |         1792 | NC      | $622740.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 00CBR3DU8<br>LEI: N/A                  | N/A              | DE               |  | US        |         2451 | NC      | $655642.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00PBRALH8<br>LEI: N/A                  | N/A              | DE               |  | US        |          -35 | NC      | $-99575.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                  | CUSIP: 00PBR9U40<br>LEI: N/A                  | N/A              | DE               |  | US        |         -146 | NC      | $-38982.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Fifth Third Bancorp                                                                                                           | CUSIP: 00PBR9VE7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2451 | NC      | $-49020.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -500 | NC      | $-328750.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 00PBREW96<br>LEI: N/A                  | N/A              | DE               |  | US        |          -66 | NC      | $-39270.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                           | CUSIP: 00PBRFTS5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -301 | NC      | $-165550.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     13715000 | PA      | $9726002.54    | 0.06%             | 2028-07-31      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| N/A                                                                       | General Electric Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -102 | NC      | $-47175.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CSX Corp.                                                                                                                     | CUSIP: 00PBRVE49<br>LEI: N/A                  | N/A              | DE               |  | US        |         -821 | NC      | $-16420.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 00PBRYS71<br>LEI: N/A                  | N/A              | DE               |  | US        |          -95 | NC      | $-49400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PBS4WE6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -328 | NC      | $-13612.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Philip Morris International, Inc.                                                                                             | CUSIP: 00PBS15M4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -198 | NC      | $-15345.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00PBRUWY5<br>LEI: N/A                  | N/A              | DE               |  | US        |          -81 | NC      | $-256162.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -203 | NC      | $-63945.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00PBRUWT6<br>LEI: N/A                  | N/A              | DE               |  | US        |          -71 | NC      | $-117327.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 00PBS5180<br>LEI: N/A                  | N/A              | DE               |  | US        |          -66 | NC      | $-22770.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EURO STOXX Bank Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1128 | NC      | $-340898.38    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aurium CLO XIII DAC                                                       | Aurium CLO XIII DAC, Series 13X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |      1440000 | PA      | $1665502.02    | 0.01%             | 2038-04-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Palantir Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -218 | NC      | $-113360.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Henley CLO XI DAC                                                         | Henley CLO XI DAC, Series 11X, Class D                                                                                        | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      3140000 | PA      | $3651283.26    | 0.02%             | 2039-04-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                            | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class DR                                                                      | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |      2720000 | PA      | $3157870.33    | 0.02%             | 2038-02-15      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     54129000 | PA      | $982009.29     | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            | 2                  | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      2080000 | PA      | $2438572.35    | 0.01%             | 2039-01-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |      2030000 | PA      | $2348990.69    | 0.01%             | 2037-10-15      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cheniere Energy, Inc.                                                                                                         | CUSIP: 00PBV4KD7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -361 | NC      | $-270750.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EURO STOXX Bank Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1128 | NC      | $357446.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00CBV0HZ4<br>LEI: N/A                  | N/A              | DE               |  | US        |          858 | NC      | $313170.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                             | CUSIP: 00PBV60B8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -285 | NC      | $-48592.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00PBV6YS4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -858 | NC      | $-30030.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Cheniere Energy, Inc.                                                                                                         | CUSIP: 00CBV0GJ1<br>LEI: N/A                  | N/A              | DE               |  | US        |          361 | NC      | $106495.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bond                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          831 | NC      | $-1036478.33   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC7TW22<br>LEI: N/A                  | N/A              | DE               |  | US        |        14000 | NC      | $198188.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      3453000 | PA      | $4058679.04    | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       813000 | PA      | $918691.59     | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares MSCI Emerging Markets ETF                                                                                             | CUSIP: 00PC85XS1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2856 | NC      | $-177929.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | IN        |       500000 | PA      | $495970.00     | 0.00%             | 2026-09-08      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          677 | NC      | $1090067.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -677 | NC      | $-56833.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      4180000 | PA      | $4533651.39    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Sammaan Capital Ltd.                                                      | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |      1020000 | PA      | $1016175.00    | 0.01%             | 2030-10-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Aura Pte. Ltd.                                           | Continuum Energy Aura Pte. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $1008750.00    | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Caterpillar, Inc.                                                                                                             | CUSIP: 00CC87UZ8<br>LEI: N/A                  | N/A              | DE               |  | US        |           47 | NC      | $530512.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Terminals Finance Pty. Ltd.                                       | Patrick Terminals Finance Pty. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 9845009C9611092B6G88       | Long             | DBT              | CORP              | AU        |       580000 | PA      | $390512.40     | 0.00%             | 2035-10-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00PC95L53<br>LEI: N/A                  | N/A              | DE               |  | US        |         -100 | NC      | $-59750.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class DR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      1920000 | PA      | $2250020.90    | 0.01%             | 2039-10-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |           50 | NC      | $354508.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GC Treasury Center Co. Ltd.                                               | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |      1190000 | PA      | $1170662.50    | 0.01%             | 2030-09-10      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| GC Treasury Center Co. Ltd.                                               | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |       855000 | PA      | $840037.50     | 0.00%             | 2035-03-10      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1X, Class D                                                                                 | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      1677000 | PA      | $1973476.99    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     51117000 | PA      | $1297345.15    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      8834000 | PA      | $9814398.67    | 0.06%             | 2031-04-30      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Peak RE Bvi Holding Ltd.                                                  | Peak RE Bvi Holding Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300KB2UHI8ALPSD62       | Long             | DBT              | CORP              | VG        |       425000 | PA      | $426398.25     | 0.00%             | 2030-11-05      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Honeywell International, Inc.                                                                                                 | CUSIP: 00PBV7NS4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -138 | NC      | $-40020.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                                                                        | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      1450000 | PA      | $1715313.92    | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Victory Street CLO II DAC                                                 | Victory Street CLO II DAC, Series 2X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      2350000 | PA      | $2766257.40    | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| FR Bondco SAS                                                             | FR Bondco SAS                                                                                                                 | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |       887000 | PA      | $1042815.29    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | MercadoLibre, Inc.                                                                                                            | CUSIP: 00PCA4WS2<br>LEI: N/A                  | N/A              | DE               |  | US        |          -40 | NC      | $-175600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00PCA60Z6<br>LEI: N/A                  | N/A              | DE               |  | US        |          500 | NC      | $77000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                               | Medco Laurel Tree Pte. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $200540.78     | 0.00%             | 2028-11-12      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | SG        |       500000 | PA      | $516250.00     | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                 | CUSIP: 00CCA48A2<br>LEI: N/A                  | N/A              | DE               |  | US        |          349 | NC      | $5235.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CCA7AU8<br>LEI: N/A                  | N/A              | DE               |  | US        |           85 | NC      | $575662.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 00CCAE877<br>LEI: N/A                  | N/A              | DE               |  | US        |         -969 | NC      | $-243219.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CCAF2L9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -798 | NC      | $-83391.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CCAZE40<br>LEI: N/A                  | N/A              | DE               |  | US        |         -340 | NC      | $-144500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Datadog, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -659 | NC      | $-268542.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 00CCANH28<br>LEI: N/A                  | N/A              | DE               |  | US        |         -550 | NC      | $-163625.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CCB09J9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -200 | NC      | $-57700.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                  | CUSIP: 00CCAXSH1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -529 | NC      | $-167164.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Elm Park CLO DAC                                                          | Elm Park CLO DAC, Series 1X, Class DR3                                                                                        | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |      1528000 | PA      | $1781742.56    | 0.01%             | 2038-01-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      2200000 | PA      | $2275767.08    | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2400000 | PA      | $2844747.33    | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -210 | NC      | $-131250.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       620000 | PA      | $620233.62     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Kiko SpA                                                                  | Kiko SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600BB98D60A86B243       | Long             | DBT              | CORP              | IT        |      2006000 | PA      | $2349994.79    | 0.01%             | 2032-01-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     44430000 | PA      | $4.44          | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -130 | NC      | $-36855.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PCBK7T1<br>LEI: N/A                  | N/A              | DE               |  | US        |         4000 | NC      | $2730000.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CCBCSG8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -419 | NC      | $-155030.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00CCBEP02<br>LEI: N/A                  | N/A              | DE               |  | US        |          690 | NC      | $2908350.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      1638000 | PA      | $2228460.45    | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                          | Thaioil Treasury Center Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300NH03B9E8VGJR89       | Long             | DBT              | CORP              | TH        |       315000 | PA      | $307912.50     | 0.00%             | 2031-01-15      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          406 | NC      | $3978800.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                 | CUSIP: 00CCBQ028<br>LEI: N/A                  | N/A              | DE               |  | US        |         -899 | NC      | $-129456.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           40 | NC      | $644000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EURO STOXX Bank Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1691 | NC      | $-54577.66     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CCBTU60<br>LEI: N/A                  | N/A              | DE               |  | US        |          646 | NC      | $373065.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00PCBZEA1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -640 | NC      | $-28800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00PCC0B28<br>LEI: N/A                  | N/A              | DE               |  | US        |         -481 | NC      | $-23569.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          640 | NC      | $2779200.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Palantir Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -578 | NC      | $-94503.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -375 | NC      | $-613965.66    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      1485000 | PA      | $1668833.12    | 0.01%             | 2034-10-14      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CCDB5V0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -143 | NC      | $-375732.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -250 | NC      | $-495625.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                    | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       300000 | PA      | $298503.00     | 0.00%             | 2030-10-20      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                                                          | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      1267000 | PA      | $1428775.31    | 0.01%             | 2031-01-19      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lam Research Corp.                                                                                                            | CUSIP: 00CCECSC4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -160 | NC      | $-49920.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    103475000 | PA      | $1737654.40    | 0.01%             | 2026-10-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Betclic Everest Group SAS                                                 | Betclic Everest Group SAS                                                                                                     | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |       933000 | PA      | $1097713.34    | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | State Street SPDR S&P 500 ETF Trust                                                                                           | CUSIP: 00PCETAX6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -570 | NC      | $-13395.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                                                           | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       546000 | PA      | $564564.00     | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding CLO III DAC                                         | CIFC European Funding CLO III DAC, Series 3X, Class DR                                                                        | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |      1400000 | PA      | $1628232.46    | 0.01%             | 2039-01-15      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| China Ruyi Holdings Ltd.                                                  | China Ruyi Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 984500976440498D1C06       | Long             | DBT              | CORP              | BM        |     11000000 | PA      | $1336291.09    | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       625000 | PA      | $688110.71     | 0.00%             | 2031-07-03      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                        | AusNet Services Holdings Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       300000 | PA      | $209444.97     | 0.00%             | 2056-02-04      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                            | Virgin Media O2 Vendor Financing Notes VII DAC                                                                                | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |       416000 | PA      | $444420.66     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                        | AusNet Services Holdings Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | SN               | CORP              | AU        |       390000 | PA      | $277644.18     | 0.00%             | 2056-02-04      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      4103000 | PA      | $4647299.18    | 0.03%             | 2034-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      3520869 | PA      | $3347334.31    | 0.02%             | 2031-01-30      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 00CCF0DW1<br>LEI: N/A                  | N/A              | DE               |  | US        |           66 | NC      | $3795.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CCF15Q1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -379 | NC      | $-51923.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | GE Vernova, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          119 | NC      | $856205.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: 00PCF8ES8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -700 | NC      | $-26250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Australia 3-Year Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         2543 | NC      | $-1491587.25   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          -73 | NC      | $32873.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rand                                                                      | Rand                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |      5178147 | OU      | $310859.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** BlackRock Global Allocation Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer