# EDGAR Filing Document

**Accession Number:** 0000060365
**File Stem:** 0001410368-26-020077
**Filing Date:** 2026-2
**Character Count:** 492975
**Document Hash:** 58f0bb66ce68f9fe845a3b260bea9759
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020077.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020077

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT BOND DEBENTURE FUND INC
- **CENTRAL INDEX KEY:** 0000060365

**ORGANIZATION NAME:**
- **EIN:** 132669319
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02145
- **FILM NUMBER:** 26689926

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BOND FUND INC
- **DATE OF NAME CHANGE:** 19790412

## Series and Classes Contracts Data

### LORD ABBETT BOND DEBENTURE FUND INC (Series ID: S000006820)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018454 | Class A      | LBNDX           |
| C000018456 | Class C      | BDLAX           |
| C000018457 | Class P      | LBNPX           |
| C000018458 | Class I      | LBNYX           |
| C000052177 | Class F      | LBDFX           |
| C000052178 | Class R2     | LBNQX           |
| C000052179 | Class R3     | LBNRX           |
| C000158205 | Class R4     | LBNSX           |
| C000158206 | Class R5     | LBNTX           |
| C000158207 | Class R6     | LBNVX           |
| C000188230 | Class F3     | LBNOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02145

- **c. CIK number of Registrant:** 0000060365

- **d. LEI of Registrant:** W528K4KWQL50R13TDZ14

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

- **a. Name of Series:** LORD ABBETT BOND DEBENTURE FUND INC

- **b. EDGAR series identifier (if any):** S000006820

- **c. LEI of Series:** W528K4KWQL50R13TDZ14

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $29716330848.03

**Total Liabilities:** $6784559018.15

**Net Assets:** $22931771829.88

**Delayed Delivery Securities:** $4778978380.71

**Cash Not Reported:** $160606967.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14874.12000000 | **1-Year:** -357998.92000000 | **5-Year:** -1491225.68000000 | **10-Year:** -1536876.87000000 | **30-Year:** -271982.37000000

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

- **3-Month:** -47992.71000000 | **1-Year:** -1021190.20000000 | **5-Year:** -2420213.24000000 | **10-Year:** -756683.05000000 | **30-Year:** -148633.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018454 | 0.77%                | 0.34%                | 0.35%                |
| Class ID C000018456 | 0.71%                | 0.29%                | 0.30%                |
| Class ID C000018457 | 0.74%                | 0.32%                | 0.33%                |
| Class ID C000018458 | 0.79%                | 0.36%                | 0.37%                |
| Class ID C000052177 | 0.78%                | 0.35%                | 0.36%                |
| Class ID C000052178 | 0.73%                | 0.31%                | 0.45%                |
| Class ID C000052179 | 0.74%                | 0.32%                | 0.33%                |
| Class ID C000158205 | 0.63%                | 0.48%                | 0.35%                |
| Class ID C000158206 | 0.79%                | 0.36%                | 0.37%                |
| Class ID C000158207 | 0.66%                | 0.50%                | 0.38%                |
| Class ID C000188230 | 0.66%                | 0.50%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28705821.88             | $30228326.49                               |
| Month 2  | $-7108131.27             | $-11832483.90                              |
| Month 3  | $32817018.17             | $-23663268.50                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                                         | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    24396000 | PA      | $24044087.70  | 0.10%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    34400000 | PA      | $31511823.47  | 0.14%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28712 | NS      | $1349464.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      205069 | NS      | $12509209.00  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    23360000 | PA      | $23806246.08  | 0.10%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    45607000 | PA      | $40569410.40  | 0.18%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    20807000 | PA      | $21832618.64  | 0.10%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                     | ANZ Bank New Zealand Ltd                                                                                                                   | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    17739000 | PA      | $18442031.69  | 0.08%             | 2034-07-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| ASP UNIFRAX HOLDINGS INC                                     | ASP UNIFRAX HLDGS INC                                                                                                                      | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    46480809 | PA      | $36787003.88  | 0.16%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                     | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    35083341 | PA      | $4210000.92   | 0.02%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                       | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    33758000 | PA      | $34074370.86  | 0.15%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                       | ARZ Trust 2024-BILT                                                                                                                        | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11880000 | PA      | $12224050.74  | 0.05%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   132933103 | PA      | $135451387.70 | 0.59%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                             | ACProducts Inc 2021 Term Loan B                                                                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    11434499 | PA      | $9377260.83   | 0.04%             | 2028-05-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                           | Advance Auto Parts Inc                                                                                                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    48630000 | PA      | $48857588.40  | 0.21%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AETHON UN/AETHIN UN FIN                                      | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30085000 | PA      | $31534675.81  | 0.14%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                          | Affirm Holdings Inc                                                                                                                        | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      293407 | NS      | $21838283.01  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    30777000 | PA      | $27334438.67  | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                                        | Aimco CLO 15 Ltd                                                                                                                           | CUSIP: 00889CAB5<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $8156250.00   | 0.04%             | 2038-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    22558000 | PA      | $23722323.27  | 0.10%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35200000 | PA      | $35389066.24  | 0.15%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33450000 | PA      | $33599615.16  | 0.15%             | 2040-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                      | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21154359 | PA      | $21292226.06  | 0.09%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    33810000 | PA      | $32514650.99  | 0.14%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    13200000 | PA      | $13584595.20  | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    43518000 | PA      | $45596232.12  | 0.20%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                      | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    20653000 | PA      | $22019790.14  | 0.10%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| ALICORP SAA                                                  | Alicorp SAA                                                                                                                                | CUSIP: 016234AE6<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |    82623000 | PA      | $24924793.46  | 0.11%             | 2032-06-16      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      254004 | NS      | $29149499.04  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    30258000 | PA      | $31984733.29  | 0.14%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    13510000 | PA      | $14143508.76  | 0.06%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                        | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    15366000 | PA      | $15927857.79  | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                          | Alliant Energy Corp                                                                                                                        | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    21903000 | PA      | $21894742.57  | 0.10%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    40395000 | PA      | $41268762.43  | 0.18%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23201000 | PA      | $22979952.47  | 0.10%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                                      | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    32804000 | PA      | $34590956.57  | 0.15%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29031000 | PA      | $30243080.25  | 0.13%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                     | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    24669000 | PA      | $23245768.42  | 0.10%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31249000 | PA      | $31264868.55  | 0.14%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   128113000 | PA      | $128123008.19 | 0.56%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19464000 | PA      | $19714781.18  | 0.09%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   243066000 | PA      | $246112297.56 | 1.07%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   716089000 | PA      | $713487577.56 | 3.11%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052425<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77381000 | PA      | $79322457.56  | 0.35%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36279000 | PA      | $36791942.98  | 0.16%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   449727000 | PA      | $455628866.36 | 1.99%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   192792000 | PA      | $197862001.60 | 0.86%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37081000 | PA      | $38541873.85  | 0.17%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   103230000 | PA      | $107309031.25 | 0.47%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F070625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    99403000 | PA      | $104632787.65 | 0.46%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    44941000 | PA      | $47014649.65  | 0.21%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    21496000 | PA      | $22264152.68  | 0.10%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    30506000 | PA      | $30836746.05  | 0.13%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    34801589 | PA      | $35953525.08  | 0.16%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    33872077 | PA      | $32883583.77  | 0.14%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    34311005 | PA      | $32914097.62  | 0.14%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    26787158 | PA      | $25704940.21  | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                     | American Airlines 2016-3 Class AA Pass Through Trust                                                                                       | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10079542 | PA      | $9754232.09   | 0.04%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                       | American Airlines 2025-1 Class A Pass Through Trust                                                                                        | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18002000 | PA      | $17924193.56  | 0.08%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                       | American Airlines 2025-1 Class B Pass Through Trust                                                                                        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11984000 | PA      | $12058941.94  | 0.05%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                                                                                   | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    47277000 | PA      | $48087654.46  | 0.21%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                                                                             | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    21604000 | PA      | $21237054.98  | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    20634000 | PA      | $21687999.58  | 0.09%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                     | APA Corp                                                                                                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     1037364 | NS      | $25373923.44  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    21663000 | PA      | $22276851.00  | 0.10%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    33009000 | PA      | $32965712.99  | 0.14%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    21354000 | PA      | $20988185.48  | 0.09%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                | AppLovin Corp                                                                                                                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       28535 | NS      | $19227453.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd              | Arbor Realty Collateralized Loan Obligation Ltd                                                                                            | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25386000 | PA      | $25476581.06  | 0.11%             | 2041-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    22672000 | PA      | $23202298.53  | 0.10%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                           | Ardonagh Finco Ltd                                                                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    18104000 | PA      | $18992450.00  | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                       | Ardonagh Group Finance Ltd                                                                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    38928000 | PA      | $40616502.00  | 0.18%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    96885386 | PA      | $82594791.16  | 0.36%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                             | Aris Mining Corp                                                                                                                           | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    20668000 | PA      | $21587048.30  | 0.09%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aritzia Inc                                                  | Aritzia Inc                                                                                                                                | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      141235 | NS      | $12075281.23  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                               | Armstrong World Industries Inc                                                                                                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      126851 | NS      | $24241226.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    19088000 | PA      | $19753653.15  | 0.09%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                              | Associated Banc-Corp                                                                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    21624000 | PA      | $22476305.64  | 0.10%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                       | Asurion LLC and Asurion Co-Issuer Inc                                                                                                      | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    35675000 | PA      | $37035160.03  | 0.16%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                     | Aston Martin Capital Holdings Ltd                                                                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    32169000 | PA      | $29965301.26  | 0.13%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                           | Astoria Energy LLC 2025 Term Loan B                                                                                                        | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    20265295 | PA      | $20452141.40  | 0.09%             | 2032-06-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                         | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    25983000 | PA      | $27370154.16  | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                      | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    49324000 | PA      | $54630996.05  | 0.24%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    63510000 | PA      | $65622746.52  | 0.29%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    14779000 | PA      | $15293959.48  | 0.07%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    10580000 | PA      | $11050727.05  | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13280000 | PA      | $13762382.72  | 0.06%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30230000 | PA      | $31691091.48  | 0.14%             | 2041-12-10      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    20427000 | PA      | $23915162.11  | 0.10%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                   | BFLD Trust 2025-FPM                                                                                                                        | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11320000 | PA      | $11461773.94  | 0.05%             | 2040-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                                                                                                     | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    20223000 | PA      | $21547363.82  | 0.09%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                                      | BOKF NA                                                                                                                                    | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |    16285000 | PA      | $16612544.93  | 0.07%             | 2040-11-06      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27433007 | PA      | $27351141.52  | 0.12%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27905291 | PA      | $27777040.94  | 0.12%             | 2034-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL4                                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18273013 | PA      | $18303024.44  | 0.08%             | 2039-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10122126 | PA      | $10138621.22  | 0.04%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2024-VLT4                                                                                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20128000 | PA      | $20145597.91  | 0.09%             | 2041-06-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8286000 | PA      | $8560508.55   | 0.04%             | 2044-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6910000 | PA      | $7196574.28   | 0.03%             | 2044-06-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2025-COPT                                                                                                     | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39000000 | PA      | $39140645.70  | 0.17%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VOLT                                                                                                                         | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32040000 | PA      | $32130564.26  | 0.14%             | 2044-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-ARIA                                                                                                                         | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7340000 | PA      | $7403412.46   | 0.03%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                | BLP Commercial Mortgage Trust 2024-IND2                                                                                                    | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    48401055 | PA      | $48478244.85  | 0.21%             | 2041-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                     | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    14731000 | PA      | $15027442.37  | 0.07%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                      | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     8513000 | PA      | $9520258.16   | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                | Ballyrock CLO 28 Ltd                                                                                                                       | CUSIP: 05876JAC2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |    12400000 | PA      | $8846271.60   | 0.04%             | 2038-01-20      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                                                                                         | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    13400000 | PA      | $14833076.40  | 0.06%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                     | Bank OZK                                                                                                                                   | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |    39957000 | PA      | $37659472.50  | 0.16%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                 | Barclays PLC                                                                                                                               | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    22112000 | PA      | $23684207.42  | 0.10%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| BAUSCH + LOMB CORP                                           | Bausch + Lomb Corp                                                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    20761000 | PA      | $21695245.00  | 0.09%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    26500000 | PA      | $27470295.12  | 0.12%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    22233000 | PA      | $24603986.48  | 0.11%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    21627000 | PA      | $23410967.98  | 0.10%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                              | Benefit Street Partners CLO XXXIX Ltd                                                                                                      | CUSIP: 081931AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29500000 | PA      | $24718168.00  | 0.11%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BHMS Mortgage Trust                                          | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                                   | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32650000 | PA      | $32834857.77  | 0.14%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20994000 | PA      | $22292951.89  | 0.10%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $22006737.27  | 0.10%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    15749000 | PA      | $15841520.18  | 0.07%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    21979000 | PA      | $21651102.33  | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                | Boeing Co/The                                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    50319000 | PA      | $55688546.03  | 0.24%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                        | Bojangles Issuer LLC                                                                                                                       | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23815312 | PA      | $24108336.11  | 0.11%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    21384000 | PA      | $22313476.94  | 0.10%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boot Barn Holdings Inc                                       | Boot Barn Holdings Inc                                                                                                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      128409 | NS      | $22660336.23  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    33912439 | PA      | $34128007.02  | 0.15%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    13955417 | PA      | $13930484.70  | 0.06%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| BRACELET HOLDINGS INC                                        | Bracelet Holdings Inc                                                                                                                      | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    34400000 | PA      | $32848560.00  | 0.14%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    26358000 | PA      | $25180448.44  | 0.11%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     9024000 | PA      | $9732859.75   | 0.04%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                      | British Airways 2019-1 Class AA Pass Through Trust                                                                                         | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    11157435 | PA      | $10557721.00  | 0.05%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                          | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    32715000 | PA      | $34361578.67  | 0.15%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    24490000 | PA      | $23340472.95  | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    21666000 | PA      | $22465050.96  | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-GPA3                                                                                                     | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14390871 | PA      | $14442427.72  | 0.06%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16710000 | PA      | $16750102.33  | 0.07%             | 2035-06-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT7                                                                                                                         | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22360000 | PA      | $22431766.66  | 0.10%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT7                                                                                                                         | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10750000 | PA      | $10760648.95  | 0.05%             | 2044-07-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18270000 | PA      | $18332984.00  | 0.08%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-SLCT                                                                                                     | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16520000 | PA      | $16536741.37  | 0.07%             | 2042-01-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT6                                                                                                                         | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18595000 | PA      | $18594047.94  | 0.08%             | 2042-03-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                      | Cboe Global Markets Inc                                                                                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       98982 | NS      | $24844482.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centragas                                                    | CENT 2025-CITY                                                                                                                             | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8470000 | PA      | $8581717.61   | 0.04%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                  | CFE Fibra E                                                                                                                                | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |    20390698 | PA      | $20402287.64  | 0.09%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                    | CH Robinson Worldwide Inc                                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      171211 | NS      | $27523880.36  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    49099000 | PA      | $43774724.08  | 0.19%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    44991000 | PA      | $42336202.57  | 0.18%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                     | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    50320000 | PA      | $52170392.70  | 0.23%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                           | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    14066211 | PA      | $13339701.05  | 0.06%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    15464000 | PA      | $11235381.57  | 0.05%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    17012000 | PA      | $11287812.45  | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    40882000 | PA      | $15146760.56  | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     9124000 | PA      | $5602942.56   | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   113481000 | PA      | $40631430.61  | 0.18%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    47992000 | PA      | $35685526.62  | 0.16%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                     | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21903000 | PA      | $21683501.28  | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    23587000 | PA      | $22274132.48  | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    35683000 | PA      | $36749413.57  | 0.16%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    20885000 | PA      | $21893160.30  | 0.10%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    20543000 | PA      | $21563947.66  | 0.09%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                   | Cabot Corp                                                                                                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    32395000 | PA      | $32980103.91  | 0.14%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                       | CACI International Inc                                                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    18625000 | PA      | $19294171.67  | 0.08%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    38882000 | PA      | $37322588.40  | 0.16%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    40940000 | PA      | $42419038.15  | 0.18%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                             | Cajun Global LLC                                                                                                                           | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25395000 | PA      | $25552103.63  | 0.11%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                | CALI Mortgage Trust 2019-101C                                                                                                              | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21880000 | PA      | $21171735.65  | 0.09%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                     | California Resources Corp                                                                                                                  | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     7972000 | PA      | $7857548.55   | 0.03%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    74359000 | PA      | $74368012.31  | 0.32%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                        | Canpack SA / Canpack US LLC                                                                                                                | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    16549000 | PA      | $15848608.26  | 0.07%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    22406000 | PA      | $22497303.78  | 0.10%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Capital One Multi-Asset Execution Trust                      | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    19047000 | PA      | $19101196.33  | 0.08%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                     | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18038000 | PA      | $18887295.60  | 0.08%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                         | Capstone Copper Corp                                                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    33341000 | PA      | $34628169.65  | 0.15%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    25388000 | PA      | $26228721.84  | 0.11%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    51313000 | PA      | $52814264.44  | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    22840000 | PA      | $23468807.58  | 0.10%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                         | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    22021000 | PA      | $22394806.48  | 0.10%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                   | Carvana Co                                                                                                                                 | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       47557 | NS      | $20070005.14  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                   | Carvana Co                                                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    20712059 | PA      | $21735131.15  | 0.09%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                               | Carvana Auto Receivables Trust 2020-NP1                                                                                                    | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      565666 | PA      | $565589.47    | 0.00%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                              | Caterpillar Inc                                                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       59036 | NS      | $33819953.32  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    21886000 | PA      | $23139872.36  | 0.10%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    33582000 | PA      | $33436197.03  | 0.15%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    26503000 | PA      | $26943622.98  | 0.12%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    19272000 | PA      | $19476495.19  | 0.08%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                           | Central Parent Inc 2024 Term Loan B                                                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    12820000 | PA      | $10900717.80  | 0.05%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                      | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                                                                              | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25808000 | PA      | $22463112.87  | 0.10%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    27525000 | PA      | $26195190.18  | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    15983000 | PA      | $16173178.52  | 0.07%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    11939000 | PA      | $11488195.54  | 0.05%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    14187000 | PA      | $13421327.61  | 0.06%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    38239000 | PA      | $35582727.87  | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                                          | Crash Champions LLC 2024 Term Loan B                                                                                                       | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    22999781 | PA      | $21888086.30  | 0.10%             | 2029-02-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                  | Chemours Co/The                                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    25454000 | PA      | $23040166.64  | 0.10%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2024-1                                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28330000 | PA      | $28569258.18  | 0.12%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2025-1                                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19790000 | PA      | $20104613.50  | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                                                                            | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    21208000 | PA      | $21631068.64  | 0.09%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                   | Ciena Corp                                                                                                                                 | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      120981 | NS      | $28293826.47  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                                           | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    39453000 | PA      | $40231522.50  | 0.18%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                         | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    28033000 | PA      | $29253949.28  | 0.13%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                                                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    25754000 | PA      | $26572204.58  | 0.12%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    20706000 | PA      | $21600557.59  | 0.09%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                  | City Football Group Limited 2024 Term Loan                                                                                                 | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    13467905 | PA      | $13484739.88  | 0.06%             | 2030-07-22      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                        | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    20653000 | PA      | $21658284.78  | 0.09%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                     | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    20857000 | PA      | $21640962.49  | 0.09%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                     | Clear Channel Outdoor Holdings Inc                                                                                                         | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    23066000 | PA      | $22924289.42  | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                         | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    32465000 | PA      | $33317221.51  | 0.15%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                         | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    65271000 | PA      | $68259496.05  | 0.30%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    20166000 | PA      | $21085372.58  | 0.09%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Forward Air Corporation                                      | Forward Air Corporation Term Loan B                                                                                                        | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    18341000 | PA      | $18250487.17  | 0.08%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    22047000 | PA      | $22430705.99  | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    36045000 | PA      | $37088301.98  | 0.16%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                                                                                  | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    13391000 | PA      | $13608356.69  | 0.06%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    46032000 | PA      | $43888005.28  | 0.19%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    26748000 | PA      | $23869527.35  | 0.10%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                     | Colonial Enterprises Inc                                                                                                                   | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19028000 | PA      | $17894393.77  | 0.08%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                     | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    21895000 | PA      | $23515230.00  | 0.10%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    15677000 | PA      | $15142342.19  | 0.07%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    22134000 | PA      | $22645562.11  | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    23017000 | PA      | $22403946.81  | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    16698000 | PA      | $16677575.01  | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                     | Concentra Health Services Inc                                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    11003000 | PA      | $11520735.16  | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CART                                                         | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21330000 | PA      | $21365778.94  | 0.09%             | 2041-08-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     4530000 | PA      | $4785550.89   | 0.02%             | 2042-01-25      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2115000 | PA      | $2193938.36   | 0.01%             | 2041-11-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1641100 | PA      | $1876408.14   | 0.01%             | 2042-06-25      | Floating      | 15.87%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754NAR6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    12579525 | PA      | $14045152.88  | 0.06%             | 2042-05-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    28492000 | PA      | $30425111.25  | 0.13%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                | CoreCivic Inc                                                                                                                              | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    22853000 | PA      | $24043001.42  | 0.10%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    30327000 | PA      | $27833210.79  | 0.12%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CORPORACION INMOBILIARIA                                     | Corp Inmobiliaria Vesta SAB de CV                                                                                                          | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    17682000 | PA      | $17929371.18  | 0.08%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22755000 | PA      | $22706550.05  | 0.10%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    44248000 | PA      | $44098477.16  | 0.19%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    57486000 | PA      | $58052388.86  | 0.25%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    87868000 | PA      | $88665084.90  | 0.39%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   102908000 | PA      | $104809385.84 | 0.46%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   104511000 | PA      | $108046411.69 | 0.47%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   123901000 | PA      | $127951982.84 | 0.56%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                                                                                      | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    36687000 | PA      | $38393156.08  | 0.17%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                               | Consumer Portfolio Services Auto Trust 2025-D                                                                                              | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16965000 | PA      | $17055640.60  | 0.07%             | 2032-02-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                                                                                                         | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    60097000 | PA      | $58440937.02  | 0.25%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    24139000 | PA      | $24768472.70  | 0.11%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | Crockett Partners Equipment Co IIA LLC                                                                                                     | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20930435 | PA      | $21321585.55  | 0.09%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                           | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22022000 | PA      | $22489879.41  | 0.10%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                           | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27378000 | PA      | $27958742.14  | 0.12%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                     | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    73083000 | PA      | $70193721.33  | 0.31%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Artivion Inc                                                 | Artivion Inc                                                                                                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      234895 | NS      | $10713560.95  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAE SUKUK DIFC LTD                                           | DAE Sukuk Difc Ltd                                                                                                                         | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    28880000 | PA      | $28543571.10  | 0.12%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                  | DBC 2025-DBC Mortgage Trust                                                                                                                | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24460000 | PA      | $24512603.68  | 0.11%             | 2042-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                  | DBC 2025-DBC Mortgage Trust                                                                                                                | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8180000 | PA      | $8237419.51   | 0.04%             | 2042-11-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DPL INC/OHIO                                                 | DPL LLC/Ohio                                                                                                                               | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27939000 | PA      | $27621808.53  | 0.12%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                | DR Horton Inc                                                                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      147430 | NS      | $21234342.90  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27064000 | PA      | $26179662.42  | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE     | Dallas Convention Center Hotel Development Corp                                                                                            | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    17280000 | PA      | $19188048.96  | 0.08%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: —       |
| DANAOS CORP                                                  | Danaos Corp                                                                                                                                | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    21643000 | PA      | $22401197.58  | 0.10%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                   | DaVita Inc                                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    35604000 | PA      | $34645006.26  | 0.15%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                        | DBR Land Holdings LLC                                                                                                                      | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22663000 | PA      | $23195580.50  | 0.10%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28212000 | PA      | $29588719.64  | 0.13%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    63725000 | PA      | $70041041.56  | 0.31%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    29390000 | PA      | $21497237.62  | 0.09%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                     | Digicel International Finance Ltd / Difl US LLC                                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    21643000 | PA      | $22471324.79  | 0.10%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11091000 | PA      | $11341676.34  | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    46717000 | PA      | $41502868.91  | 0.18%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                        | Directv Financing LLC                                                                                                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23176000 | PA      | $23478308.21  | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                          | Dollar General Corp                                                                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      133162 | NS      | $17679918.74  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    31285000 | PA      | $31327158.73  | 0.14%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $-8299608.70  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |           1 | NC      | $-8310961.35  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-2424.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $1947.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $1692.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $6076.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $26259.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-187803.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-102287.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-40329.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-46659.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-25691.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $14872.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-708649.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-45753.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-41217.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $2729.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |           1 | NC      | $61217.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $788298.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $304759.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $393554.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $484436.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $73711.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $38094.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $93762.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $12894.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |           1 | NC      | $71350.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-29876.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-110932.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-1023605.86  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-868468.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-393077.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-55109.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-112908.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-86041.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-41868.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |           1 | NC      | $48446.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-32070.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |           1 | NC      | $48100.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |           1 | NC      | $38150.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-132265.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-75290.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |           1 | NC      | $36814.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $81.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-29674.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |           1 | NC      | $36612.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-21279.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CH        |           1 | NC      | $-9483.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |           1 | NC      | $136685.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |           1 | NC      | $106072.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1278632.79  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CH        |           1 | NC      | $15343.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $67154.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |           1 | NC      | $120588.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |           1 | NC      | $57608.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-84474.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |           1 | NC      | $74319.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $389309.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-41154.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-39881.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |           1 | NC      | $53812.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $12386.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $9366.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |           1 | NC      | $37038.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $10992.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-38917.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |           1 | NC      | $21061.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |           1 | NC      | $50557.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-89739.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $84392.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |           1 | NC      | $47792.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11092.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-10838.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-56845.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8622.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $15099.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-18468.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2677.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |           1 | NC      | $473.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-9600.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $614.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $2974.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $14439.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $2200.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $1534.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $10184.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2747.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $11820.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3852.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8558601 | PA      | $8302645.36   | 0.04%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13178188 | PA      | $13651859.00  | 0.06%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18335000 | PA      | $18311674.21  | 0.08%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    22442000 | PA      | $23672539.74  | 0.10%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                   | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    16764471 | PA      | $16997999.68  | 0.07%             | 2028-06-30      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    70718589 | PA      | $72537371.40  | 0.32%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                      | Efesto Bidco SpA Efesto US LLC                                                                                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    39324000 | PA      | $39815353.38  | 0.17%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    26503000 | PA      | $808341.50    | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    48251000 | PA      | $52629778.25  | 0.23%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    22062000 | PA      | $25316145.00  | 0.11%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Embraer SA                                                   | Embraer SA                                                                                                                                 | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      424032 | NS      | $27294939.84  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                     | Embraer Netherlands Finance BV                                                                                                             | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    31565000 | PA      | $31258819.50  | 0.14%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    77265000 | PA      | $80569012.11  | 0.35%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                                                                                | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    21842000 | PA      | $22912141.58  | 0.10%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                          | Energuate Trust 2 0                                                                                                                        | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    21292000 | PA      | $21303493.42  | 0.09%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ENERFLEX INC                                                 | Enerflex Inc                                                                                                                               | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    22624000 | PA      | $23143037.55  | 0.10%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                 | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    34142000 | PA      | $34250469.48  | 0.15%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    52191000 | PA      | $54301134.32  | 0.24%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    21214000 | PA      | $22434271.92  | 0.10%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                                                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    31929000 | PA      | $32788305.18  | 0.14%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    42389000 | PA      | $46047063.03  | 0.20%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    21992000 | PA      | $22088492.54  | 0.10%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                          | Exeter Automobile Receivables Trust 2025-5                                                                                                 | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33730000 | PA      | $33862990.64  | 0.15%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                          | Exeter Automobile Receivables Trust 2025-5                                                                                                 | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28335000 | PA      | $28558344.97  | 0.12%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                            | Expedia Group Inc                                                                                                                          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       70755 | NS      | $20045599.05  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                   | Expeditors International of Washington Inc                                                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      152186 | NS      | $22677235.86  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                     | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    18375000 | PA      | $17787439.53  | 0.08%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                     | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    28083000 | PA      | $29329426.04  | 0.13%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                     | FNB Corp/PA                                                                                                                                | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    25429000 | PA      | $25975346.13  | 0.11%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                              | Fair Isaac Corp                                                                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    34392000 | PA      | $35435178.14  | 0.15%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                    | Forvia SE                                                                                                                                  | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    21920000 | PA      | $22647647.99  | 0.10%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                         | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   343420246 | NS      | $343420245.83 | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FIESTA PURCHASER INC                                         | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13224000 | PA      | $13851769.73  | 0.06%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                     | First American Financial Corp                                                                                                              | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    22394000 | PA      | $22404334.61  | 0.10%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC 2021 Term Loan                                                                                                      | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    10038735 | PA      | $120573.04    | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC 2022 Incremental Term Loan                                                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     2407000 | PA      | $28909.95     | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                      | First Brands Group LLC 2025 DIP Term Loan                                                                                                  | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     2385819 | PA      | $471199.35    | 0.00%             | 2026-06-29      | Floating      | 13.84%                | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    24552000 | PA      | $25053057.22  | 0.11%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    44998000 | PA      | $46040108.68  | 0.20%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                           | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    17030000 | PA      | $17618342.73  | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                          | First Industrial LP                                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    16881000 | PA      | $17238378.03  | 0.08%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                             | First Investors Auto Owner Trust 2025-1                                                                                                    | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13195000 | PA      | $13273180.38  | 0.06%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    26808000 | PA      | $28244747.95  | 0.12%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    14825000 | PA      | $15629454.61  | 0.07%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    23148000 | PA      | $24749772.16  | 0.11%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    20941000 | PA      | $22032231.11  | 0.10%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    20817000 | PA      | $54124.20     | 0.00%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    15410000 | PA      | $40066.00     | 0.00%             | 2047-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                            | Flash Compute LLC                                                                                                                          | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23864000 | PA      | $23673394.41  | 0.10%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    18019000 | PA      | $18374684.61  | 0.08%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    22851000 | PA      | $22805909.04  | 0.10%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                     | Florida Gas Transmission Co LLC                                                                                                            | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $17479670.88  | 0.08%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                   | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    23125000 | PA      | $22973274.56  | 0.10%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10951000 | PA      | $10037902.77  | 0.04%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    22804000 | PA      | $23182630.55  | 0.10%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                      | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    20510000 | PA      | $21613807.18  | 0.09%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                      | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    42548000 | PA      | $43276506.86  | 0.19%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust              | FORTIVA RETAIL PRIME MASTER                                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48500000 | PA      | $48737650.00  | 0.21%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    27988000 | PA      | $29708477.22  | 0.13%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    26883000 | PA      | $28711424.66  | 0.13%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    37174000 | PA      | $38395739.12  | 0.17%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR Trust 2019-HQA1                                                                                                          | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | USGSE             | US        |     5456000 | PA      | $6646456.64   | 0.03%             | 2049-02-25      | Floating      | 16.24%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                                                    | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     3310000 | PA      | $3411095.01   | 0.01%             | 2041-09-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                    | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     4420000 | PA      | $4634172.43   | 0.02%             | 2041-12-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                                    | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    10675000 | PA      | $11448069.62  | 0.05%             | 2042-02-25      | Floating      | 12.37%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                                                    | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |     5440000 | PA      | $6053045.02   | 0.03%             | 2050-01-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                        | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     7725000 | PA      | $8573114.31   | 0.04%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    32352000 | PA      | $33949476.73  | 0.15%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    24430000 | PA      | $26269750.01  | 0.11%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    34970000 | PA      | $36085554.54  | 0.16%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                       | Full House Resorts Inc                                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    31880000 | PA      | $27815300.00  | 0.12%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                            | GEO Group Inc/The                                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    31106000 | PA      | $32738535.89  | 0.14%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                             | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    41069000 | PA      | $43519956.85  | 0.19%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    17444000 | PA      | $17961947.25  | 0.08%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    26711000 | PA      | $26046871.05  | 0.11%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    19738000 | PA      | $18972591.94  | 0.08%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                                      | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3544000 | PA      | $1807012.31   | 0.01%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    25082000 | PA      | $22618152.00  | 0.10%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    20719000 | PA      | $21849526.43  | 0.10%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                | Clue Opco LLC                                                                                                                              | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16367000 | PA      | $17347874.31  | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2024-MARK                                                                                                | CUSIP: 36270HAA7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    24710000 | PA      | $24744668.13  | 0.11%             | 2034-06-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                         | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    14444000 | PA      | $14824556.07  | 0.06%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                         | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    21821000 | PA      | $22341898.26  | 0.10%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                               | GE Vernova Inc                                                                                                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       44987 | NS      | $29402153.59  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    21269000 | PA      | $21584189.99  | 0.09%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20761000 | PA      | $21656525.74  | 0.09%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                        | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    21978000 | PA      | $22539351.97  | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                        | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    26047000 | PA      | $27381957.46  | 0.12%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                     | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20699000 | PA      | $21241196.02  | 0.09%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                           | J Paul Getty Trust/The                                                                                                                     | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    22551000 | PA      | $22949291.93  | 0.10%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                        | Gildan Activewear Inc                                                                                                                      | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    22807000 | PA      | $22768310.21  | 0.10%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    16827000 | PA      | $17581915.42  | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL MARINE INC                                            | Global Marine Inc                                                                                                                          | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4034000 | PA      | $3948277.50   | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                      | Global Partners LP / GLP Finance Corp                                                                                                      | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9016000 | PA      | $9215686.37   | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                       | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    25350000 | PA      | $26314846.35  | 0.11%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    22552000 | PA      | $23542920.45  | 0.10%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                                      | Goodman US Finance Five LLC                                                                                                                | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |    26424000 | PA      | $26111781.41  | 0.11%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                       | Goodyear Tire & Rubber Co/The                                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    16946000 | PA      | $17365921.88  | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| GRAFTECH GLOBAL ENTERPRI                                     | GrafTech Global Enterprises Inc                                                                                                            | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25856000 | PA      | $22624000.00  | 0.10%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    77749000 | PA      | $58370451.27  | 0.25%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    18696000 | PA      | $20137386.82  | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    14633000 | PA      | $15196712.47  | 0.07%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Great Wolf Trust                                             | Great Wolf Trust 2024-WOLF                                                                                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28582000 | PA      | $28657570.81  | 0.12%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                              | Gruma SAB de CV                                                                                                                            | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    22138000 | PA      | $22812988.28  | 0.10%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                             | Grupo Nutresa SA                                                                                                                           | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    20351000 | PA      | $23011017.55  | 0.10%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                          | Guardant Health Inc                                                                                                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      205614 | NS      | $21001413.96  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                       | Gulfstream Natural Gas System LLC                                                                                                          | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12433000 | PA      | $12773700.63  | 0.06%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    21609000 | PA      | $21941602.70  | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20707000 | PA      | $21745623.78  | 0.09%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    21818000 | PA      | $22972434.02  | 0.10%             | 2034-03-11      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Hardee's Funding                                             | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21675675 | PA      | $21584799.73  | 0.09%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                 | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6430462 | PA      | $6658145.89   | 0.03%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                                   | Harmony Gold Mining Co Ltd                                                                                                                 | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |     1115139 | NS      | $22191266.10  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                              | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    14048000 | PA      | $14152910.46  | 0.06%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                                                                                 | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    23809000 | PA      | $24730951.86  | 0.11%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    19089000 | PA      | $20252934.98  | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    16453000 | PA      | $16682465.38  | 0.07%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    36220000 | PA      | $24767237.81  | 0.11%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    60013000 | PA      | $60571721.03  | 0.26%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| ESC GCB144A HERTZ CORP                                       | ESC GCB144A HERTZ CORP                                                                                                                     | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    16775000 | PA      | $1174250.00   | 0.01%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                          | ESC 144A HERTZ CORP                                                                                                                        | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    33436000 | PA      | $6770790.00   | 0.03%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22115000 | PA      | $20753507.72  | 0.09%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    25286000 | PA      | $24649728.38  | 0.11%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    34765000 | PA      | $32299299.33  | 0.14%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    35162000 | PA      | $36308843.79  | 0.16%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    32954000 | PA      | $33196964.24  | 0.14%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                  | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25419000 | PA      | $26147559.38  | 0.11%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                        | Amrize Finance US LLC                                                                                                                      | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    12616000 | PA      | $13017112.98  | 0.06%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                          | Home BancShares Inc/AR                                                                                                                     | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22552000 | PA      | $21358735.34  | 0.09%             | 2032-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    27054000 | PA      | $28419688.63  | 0.12%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    17259000 | PA      | $18125039.36  | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16709000 | PA      | $15979469.85  | 0.07%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29131000 | PA      | $26632807.01  | 0.12%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                 | Hunt Cos Inc                                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    27346000 | PA      | $26814702.77  | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                               | JB Hunt Transport Services Inc                                                                                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      142675 | NS      | $27727459.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    30918000 | PA      | $32313471.25  | 0.14%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    16624000 | PA      | $16702797.76  | 0.07%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    21770000 | PA      | $21575746.07  | 0.09%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    18243000 | PA      | $18859834.14  | 0.08%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    17057000 | PA      | $18087978.30  | 0.08%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11210000 | PA      | $11674906.73  | 0.05%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4736934.54   | 0.02%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                       | ILFC E-Capital Trust I                                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28720000 | PA      | $24139467.30  | 0.11%             | 2065-12-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                      | ILFC E-Capital Trust II                                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    20873000 | PA      | $18078309.86  | 0.08%             | 2065-12-21      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| ITR CONCESSION CO LLC                                        | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |    12438000 | PA      | $12258631.98  | 0.05%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                                                  | IDACORP Inc                                                                                                                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      212019 | NS      | $26833124.64  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    21255000 | PA      | $21909923.09  | 0.10%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    25247000 | PA      | $25260189.03  | 0.11%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                       | IDEXX Laboratories Inc                                                                                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       35004 | NS      | $23681256.12  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                                                                               | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $16460510.83  | 0.07%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                            | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18106000 | PA      | $17886188.63  | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                      | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    16234000 | PA      | $16695432.13  | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| CRESCENT ENERGY FINANCE                                      | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    22072000 | PA      | $20959832.09  | 0.09%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                            | InterContinental Hotels Group PLC                                                                                                          | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      180725 | NS      | $25451501.75  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuitive Surgical Inc                                       | Intuitive Surgical Inc                                                                                                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       42335 | NS      | $23976850.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    22889000 | PA      | $22597351.34  | 0.10%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    67416000 | PA      | $64312665.56  | 0.28%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    23442000 | PA      | $23653369.48  | 0.10%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                     | Istanbul Metropolitan Municipality                                                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    20592000 | PA      | $22635056.90  | 0.10%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                            | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    20682000 | PA      | $21412653.70  | 0.09%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41665000 | PA      | $600625.97    | 0.00%             | 2033-08-15      | Floating      | 11.14%                | No            |                  3 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Commercial Mortgage Trust 2024-MRCO                                                                                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37070000 | PA      | $37173351.16  | 0.16%             | 2039-06-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Trust 2024-BERY                                                                                                                         | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15340000 | PA      | $15389233.73  | 0.07%             | 2039-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    27604000 | PA      | $29144522.10  | 0.13%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29287000 | PA      | $30790925.82  | 0.13%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    36068000 | PA      | $37671451.63  | 0.16%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                            | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    30426000 | PA      | $32491625.10  | 0.14%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                     | Jersey Mike's Funding LLC                                                                                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17616875 | PA      | $17998128.84  | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                      | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    38710000 | PA      | $39032694.69  | 0.17%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS A                                       | JetBlue 2019-1 Class A Pass Through Trust                                                                                                  | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9611220 | PA      | $8953733.20   | 0.04%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                                       | JetBlue 2019-1 Class B Pass Through Trust                                                                                                  | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11613523 | PA      | $11826814.61  | 0.05%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                      | JT International Financial Services BV                                                                                                     | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    12475000 | PA      | $13998700.12  | 0.06%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                         | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29297000 | PA      | $28423043.54  | 0.12%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                           | Caturus Energy LLC                                                                                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    20966000 | PA      | $21851058.72  | 0.10%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                            | Kinross Gold Corp                                                                                                                          | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    37165000 | PA      | $40570580.58  | 0.18%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    24003000 | PA      | $15161096.26  | 0.07%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    24248000 | PA      | $12919639.92  | 0.06%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                | LGI Homes Inc                                                                                                                              | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    45316000 | PA      | $43357765.13  | 0.19%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                                     | LKQ Corp                                                                                                                                   | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    27041000 | PA      | $29013927.04  | 0.13%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    30180000 | PA      | $31826724.92  | 0.14%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    16822000 | PA      | $17325647.15  | 0.08%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                                                                          | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    22798000 | PA      | $22699993.68  | 0.10%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    20758000 | PA      | $21256150.48  | 0.09%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LAMB WESTON HLD                                              | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    29214000 | PA      | $28285599.53  | 0.12%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                             | Vital Energy Inc                                                                                                                           | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    12476000 | PA      | $12508385.20  | 0.05%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                          | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    23956000 | PA      | $25002637.64  | 0.11%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    12696000 | PA      | $12188160.00  | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    60034000 | PA      | $55706148.94  | 0.24%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    18460000 | PA      | $16877239.60  | 0.07%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    30350197 | PA      | $31119199.37  | 0.14%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    18973000 | PA      | $20830170.59  | 0.09%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                          | Lightning Power LLC                                                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    52794000 | PA      | $56168381.30  | 0.24%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                     | Lindblad Expeditions LLC                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    32633000 | PA      | $34057593.62  | 0.15%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    20798000 | PA      | $20774371.39  | 0.09%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| LONG RIDGE ENERGY LLC                                        | Long Ridge Energy LLC                                                                                                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    30323000 | PA      | $32302364.15  | 0.14%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    13889000 | PA      | $13131563.39  | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                            | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    24914199 | PA      | $21866475.17  | 0.10%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MIWD HLDCO II/MIWD FIN                                       | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    34251000 | PA      | $33261519.44  | 0.15%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                            | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    13392000 | PA      | $13884622.71  | 0.06%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                     | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    41484000 | PA      | $44452841.87  | 0.19%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                         | MAD Commercial Mortgage Trust 2025-11MD                                                                                                    | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45035000 | PA      | $45506039.08  | 0.20%             | 2042-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                     | Madison Square Garden Entertainment Corp                                                                                                   | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      237791 | NS      | $12814556.99  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    38011000 | PA      | $33414329.77  | 0.15%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    44991000 | PA      | $29754797.85  | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    47419000 | PA      | $33489668.75  | 0.15%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                | Marubeni Corp                                                                                                                              | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |    20673000 | PA      | $21372179.47  | 0.09%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21787000 | PA      | $23306049.55  | 0.10%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STADIUM AUTH REVENUE                             | Maryland Stadium Authority                                                                                                                 | CUSIP: 574296FU8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    21620000 | PA      | $21642506.42  | 0.09%             | 2055-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                   | MasTec Inc                                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    19917000 | PA      | $20782035.74  | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    22263000 | PA      | $22592824.12  | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    25576000 | PA      | $25397872.11  | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    21334000 | PA      | $20587310.00  | 0.09%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    14652000 | PA      | $14880353.47  | 0.06%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                        | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    21389000 | PA      | $22582976.76  | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                      | Meituan                                                                                                                                    | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    32443000 | PA      | $32606378.41  | 0.14%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    11666000 | PA      | $12280886.39  | 0.05%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    22695000 | PA      | $22773560.10  | 0.10%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T | Memphis-Shelby County Industrial Development Board                                                                                         | CUSIP: 58611YAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    22085000 | PA      | $16843655.29  | 0.07%             | 2045-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                             | MercadoLibre Inc                                                                                                                           | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    22865000 | PA      | $22672676.08  | 0.10%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                                                                                      | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    12583000 | PA      | $13047964.88  | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                     | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    44276000 | PA      | $43582540.43  | 0.19%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                      | Millrose Properties Inc                                                                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    21478000 | PA      | $21990658.38  | 0.10%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                      | Millrose Properties Inc                                                                                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    17633000 | PA      | $17805069.69  | 0.08%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                          | Minejesa Capital BV                                                                                                                        | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    21955738 | PA      | $21892246.02  | 0.10%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                       | Minera Mexico SA de CV                                                                                                                     | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    45208000 | PA      | $46835488.00  | 0.20%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOBILE CNTY AL INDL DEV AUTH SOL WST DISP REVENUE            | Mobile County Industrial Development Authority                                                                                             | CUSIP: 60733UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    22700000 | PA      | $20862435.00  | 0.09%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                             | Modena Buyer LLC Term Loan                                                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    15449446 | PA      | $15399930.77  | 0.07%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    41142000 | PA      | $38214378.89  | 0.17%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                        | Monster Beverage Corp                                                                                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      301129 | NS      | $23087560.43  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                     | Montego Bay Airport Revenue Finance Ltd                                                                                                    | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    22156000 | PA      | $22211168.44  | 0.10%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                           | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    25575000 | PA      | $25515962.67  | 0.11%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    32970000 | PA      | $33778996.43  | 0.15%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    20780000 | PA      | $20870665.43  | 0.09%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                 | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    18009000 | PA      | $18670470.57  | 0.08%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    24487000 | PA      | $22565861.89  | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    28728000 | PA      | $31856737.75  | 0.14%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    40754000 | PA      | $44538864.73  | 0.19%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    24526000 | PA      | $24863682.80  | 0.11%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37860000 | PA      | $37831703.44  | 0.16%             | 2038-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9480000 | PA      | $9446970.73   | 0.04%             | 2038-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16430000 | PA      | $16336268.49  | 0.07%             | 2038-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                 | NY Commercial Mortgage Trust 2025-299P                                                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12525000 | PA      | $13080974.73  | 0.06%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                   | Natera Inc                                                                                                                                 | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      101717 | NS      | $23302347.53  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    21799000 | PA      | $22514919.05  | 0.10%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    35021000 | PA      | $36671558.29  | 0.16%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                               | NCR Atleos Corp                                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    28708000 | PA      | $31175624.85  | 0.14%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                                                                          | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    22107000 | PA      | $24936828.64  | 0.11%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    21670000 | PA      | $21974766.88  | 0.10%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    22621000 | PA      | $22472518.02  | 0.10%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    27017000 | PA      | $28298713.50  | 0.12%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NETAPP INC                                                   | NetApp Inc                                                                                                                                 | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    21843000 | PA      | $20357468.49  | 0.09%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                     | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                                                 | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25846000 | PA      | $22568526.89  | 0.10%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 64440DAD7<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | LON              | CORP              | US        |     1720948 | PA      | $1686528.79   | 0.01%             | 2028-07-28      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY RENTAL REVENUE                 | New York City Industrial Development Agency                                                                                                | CUSIP: 64943QAA6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    11113000 | PA      | $12168630.54  | 0.05%             | 2029-03-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                            | Newmark Group Inc                                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20249000 | PA      | $21741424.80  | 0.09%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                            | Nexa Resources SA                                                                                                                          | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    31023000 | PA      | $32029594.28  | 0.14%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Nextpower Inc                                                | Nextpower Inc                                                                                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      281891 | NS      | $24555525.01  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                           | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      311097 | NS      | $24974867.16  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                                                                               | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    21623000 | PA      | $22406358.04  | 0.10%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    12134000 | PA      | $11978375.63  | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    66482000 | PA      | $62719166.67  | 0.27%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     7763000 | PA      | $8057251.16   | 0.04%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     4906000 | PA      | $4916176.71   | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    33247000 | PA      | $33276078.16  | 0.15%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    18465000 | PA      | $19630332.80  | 0.09%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    22492000 | PA      | $23920744.70  | 0.10%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                              | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    12996000 | PA      | $13324837.79  | 0.06%             | 2031-09-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Continental Credit Card llc                                  | Continental Finance Credit Card ABS Master Trust                                                                                           | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33925000 | PA      | $34444456.21  | 0.15%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                     | NRTH Commercial Mortgage Trust 2025-PARK                                                                                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18660000 | PA      | $18704481.71  | 0.08%             | 2040-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    36313000 | PA      | $35103610.79  | 0.15%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    33912000 | PA      | $35229175.99  | 0.15%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    20244000 | PA      | $18274686.35  | 0.08%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    36050000 | PA      | $37611798.12  | 0.16%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OGX AUSTRIA GMBH                                             | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    20000000 | PA      | $400.00       | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    18501000 | PA      | $20827796.77  | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    20783000 | PA      | $21558143.55  | 0.09%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    17825000 | PA      | $20669905.65  | 0.09%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12540000 | PA      | $13262391.78  | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    18612000 | PA      | $19070097.16  | 0.08%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    19839000 | PA      | $20248430.74  | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OCEANEERING INTL INC                                         | Oceaneering International Inc                                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    32636000 | PA      | $33127367.62  | 0.14%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                                                                            | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    20916000 | PA      | $21789228.36  | 0.10%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    22985000 | PA      | $22621251.57  | 0.10%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OLIN CORP                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    22835000 | PA      | $22691568.57  | 0.10%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    23257000 | PA      | $22593361.51  | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    27168000 | PA      | $27910034.97  | 0.12%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                      | ONE 2021-PARK Mortgage Trust                                                                                                               | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25955000 | PA      | $25894706.54  | 0.11%             | 2036-03-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    20619000 | PA      | $21189559.69  | 0.09%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                           | 1301 Trust 2025-AOA                                                                                                                        | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14940000 | PA      | $15176673.50  | 0.07%             | 2042-08-11      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                           | 1301 Trust 2025-AOA                                                                                                                        | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14370000 | PA      | $14613289.85  | 0.06%             | 2042-08-11      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    20473000 | PA      | $21823561.43  | 0.10%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    19886000 | PA      | $21329509.23  | 0.09%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                                         | OneMain Holdings Inc                                                                                                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      370954 | NS      | $25057942.70  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    31059000 | PA      | $32701382.84  | 0.14%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    34817000 | PA      | $35580606.44  | 0.16%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    26324000 | PA      | $26689339.74  | 0.12%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                   | 1345T 2025-AOA                                                                                                                             | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18260000 | PA      | $18344240.68  | 0.08%             | 2042-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                               | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    78705000 | PA      | $81913558.08  | 0.36%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                   | OPAL BIDCO                                                                                                                                 | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    30469000 | PA      | $31228249.70  | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                 | Fibercop SpA                                                                                                                               | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    22020000 | PA      | $20970623.69  | 0.09%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    80337000 | PA      | $76998183.84  | 0.34%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    34206000 | PA      | $30328997.89  | 0.13%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA                                                                                                                                   | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    19122000 | PA      | $20183989.99  | 0.09%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | OWN Equipment Fund I LLC                                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29823213 | PA      | $30288180.40  | 0.13%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    24327000 | PA      | $23867443.51  | 0.10%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                              | TXNM Energy Inc                                                                                                                            | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |    22929000 | PA      | $22866975.45  | 0.10%             | 2056-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22375000 | PA      | $22558700.99  | 0.10%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                           | Banc of California                                                                                                                         | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |    17879000 | PA      | $16772289.90  | 0.07%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                    | Palantir Technologies Inc                                                                                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      137909 | NS      | $24513324.75  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                     | Palomino Funding Trust I                                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    44964000 | PA      | $47571796.44  | 0.21%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                        | Panama Government International Bonds                                                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    38693000 | PA      | $40902370.30  | 0.18%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                        | Panther Escrow Issuer LLC                                                                                                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20598000 | PA      | $21357613.46  | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    36946000 | PA      | $38252410.56  | 0.17%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    23186671 | PA      | $22925820.95  | 0.10%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| PATRICK INDUSTRIES INC                                       | Patrick Industries Inc                                                                                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    21182000 | PA      | $21749868.24  | 0.09%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    22382000 | PA      | $22572067.94  | 0.10%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    22745000 | PA      | $24216208.69  | 0.11%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    21685000 | PA      | $22879496.54  | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    27348000 | PA      | $28645522.58  | 0.12%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       61826 | NS      | $25532292.67  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                     | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    33766000 | PA      | $34851847.03  | 0.15%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                         | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    30000000 | PA      | $30197964.00  | 0.13%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    24024000 | PA      | $23257283.65  | 0.10%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    17993000 | PA      | $17539520.62  | 0.08%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    26649000 | PA      | $21928628.79  | 0.10%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    47830000 | PA      | $55455297.75  | 0.24%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| PETSMART LLC/PETSMART FI                                     | PetSmart LLC / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22481000 | PA      | $22905652.60  | 0.10%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    16479000 | PA      | $17281438.15  | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    14635000 | PA      | $14480194.92  | 0.06%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    33284000 | PA      | $36816888.24  | 0.16%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    13496000 | PA      | $13641428.04  | 0.06%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                  | Polaris Inc                                                                                                                                | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    22499000 | PA      | $22742754.17  | 0.10%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Powell Industries Inc                                        | Powell Industries Inc                                                                                                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       74106 | NS      | $23623510.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    30534000 | PA      | $32190469.50  | 0.14%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TOLL REVENUE                              | Public Finance Authority                                                                                                                   | CUSIP: 74448UAD0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    24515000 | PA      | $25261744.06  | 0.11%             | 2065-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    26045000 | PA      | $25545435.28  | 0.11%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19465000 | PA      | $21359433.85  | 0.09%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    21594000 | PA      | $21305841.03  | 0.09%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    22864000 | PA      | $21227714.98  | 0.09%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                                                                                        | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    21175000 | PA      | $21720441.95  | 0.09%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                        | QXO Building Products Inc                                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    41438000 | PA      | $43311771.66  | 0.19%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                        | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    31693000 | PA      | $33009368.76  | 0.14%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                     | RHP Hotel Properties LP / RHP Finance Corp                                                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    15178000 | PA      | $15839259.93  | 0.07%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22830000 | PA      | $23616945.53  | 0.10%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22450000 | PA      | $23376558.65  | 0.10%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    56095000 | PA      | $59844591.74  | 0.26%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                            | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     9045000 | PA      | $10124614.82  | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                              | Rand Parent LLC                                                                                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    39771000 | PA      | $41463575.01  | 0.18%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| RAYONIER LP                                                  | Rayonier LP                                                                                                                                | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    45499000 | PA      | $41041171.78  | 0.18%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                   | Reddit Inc                                                                                                                                 | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      109379 | NS      | $25142950.73  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    20719000 | PA      | $21442699.75  | 0.09%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    36534000 | PA      | $39317463.72  | 0.17%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                         | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    12663090 | PA      | $12718807.65  | 0.06%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    18018000 | PA      | $18582664.30  | 0.08%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                        | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    26944000 | PA      | $27837563.27  | 0.12%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                       | Repsol E&P Capital Markets US LLC                                                                                                          | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    11506000 | PA      | $11739423.72  | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42245000 | PA      | $37682565.35  | 0.16%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                   | Rhythm Pharmaceuticals Inc                                                                                                                 | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      211900 | NS      | $22681776.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RIDE 2025-SHRE                                               | RIDE 2025-SHRE                                                                                                                             | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31120000 | PA      | $32058744.14  | 0.14%             | 2047-02-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                  | ROBLOX Corp                                                                                                                                | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    25180000 | PA      | $24112408.29  | 0.11%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                           | Roche Holdings Inc                                                                                                                         | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    27046000 | PA      | $26928689.33  | 0.12%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                     | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     8193000 | PA      | $8142462.30   | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                               | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    31943000 | PA      | $33344307.47  | 0.15%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23911000 | PA      | $22232833.01  | 0.10%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Rockwell Automation Inc                                      | Rockwell Automation Inc                                                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       57068 | NS      | $22203446.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                                  | Rollins Inc                                                                                                                                | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    21393000 | PA      | $21837398.07  | 0.10%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    26324000 | PA      | $27485151.64  | 0.12%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    13514000 | PA      | $13667124.16  | 0.06%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    18251000 | PA      | $16018537.68  | 0.07%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    21096000 | PA      | $21683431.83  | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    60389000 | PA      | $61756450.93  | 0.27%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    32027000 | PA      | $32832585.38  | 0.14%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                         | SCG Trust 2025-SNIP                                                                                                                        | CUSIP: 78398JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12650000 | PA      | $12737105.37  | 0.06%             | 2042-09-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                     | SESI LLC                                                                                                                                   | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    23703000 | PA      | $23349963.49  | 0.10%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                              | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21423308 | PA      | $21408686.09  | 0.09%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SMRT                                                         | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19410000 | PA      | $19414877.73  | 0.08%             | 2039-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                               | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33770000 | PA      | $33518406.75  | 0.15%             | 2042-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                          | SVB Financial Trust                                                                                                                        | CUSIP: 78500B403<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     3121160 | NS      | $405750.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                            | Sabal Trail Transmission LLC                                                                                                               | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    16996000 | PA      | $16923061.16  | 0.07%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABESP LUX SARL                                              | Sabesp Lux Sarl                                                                                                                            | CUSIP: 785170AB7<br>LEI: 984500C7VFFH4QD3B757 | Long             | DBT              | CORP              | LU        |    21449000 | PA      | $21548697.53  | 0.09%             | 2030-08-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    25193000 | PA      | $25689629.61  | 0.11%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    35200000 | PA      | $34763417.92  | 0.15%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    57502000 | PA      | $54629211.58  | 0.24%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                         | Saturn Oil & Gas Inc                                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    21474000 | PA      | $21187139.57  | 0.09%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                | EW Scripps Co/The                                                                                                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    34105000 | PA      | $34086863.30  | 0.15%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                | SDR Commercial Mortgage Trust 2024-DSNY                                                                                                    | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14290000 | PA      | $14287900.80  | 0.06%             | 2039-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                              | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    22562000 | PA      | $23857710.62  | 0.10%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                     | SeaWorld Parks & Entertainment Inc                                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    47179000 | PA      | $45988650.24  | 0.20%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                                                                                     | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    27019000 | PA      | $27496817.51  | 0.12%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                              | SHOW Trust 2022-BIZ                                                                                                                        | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81900000 | PA      | $39374260.38  | 0.17%             | 2027-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                   | SHRN Trust 2025-MF18                                                                                                                       | CUSIP: 82556AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8370000 | PA      | $8404521.23   | 0.04%             | 2040-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                   | SHRN Trust 2025-MF18                                                                                                                       | CUSIP: 82556AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9400000 | PA      | $9450306.92   | 0.04%             | 2040-10-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                       | Sibanye Stillwater Ltd                                                                                                                     | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     2031007 | NS      | $28941849.75  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group Inc                                | Sinclair Television Group Inc 2025 Term Loan B6                                                                                            | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    40171607 | PA      | $36887577.95  | 0.16%             | 2029-12-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                | Sinclair Television Group Inc 2025 Term Loan B7                                                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    38953978 | PA      | $35526028.01  | 0.15%             | 2030-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                     | Sinclair Television Group Inc                                                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    21898000 | PA      | $22886037.76  | 0.10%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    21521000 | PA      | $21744826.36  | 0.09%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    29635081 | PA      | $29819995.90  | 0.13%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                         | Smithfield Foods Inc                                                                                                                       | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    28037000 | PA      | $28433811.87  | 0.12%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    23501000 | PA      | $24590689.20  | 0.11%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    20010000 | PA      | $21525970.21  | 0.09%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Snowflake Inc                                                | Snowflake Inc                                                                                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      103234 | NS      | $22645410.24  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                                                                                                        | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    20817000 | PA      | $22011630.18  | 0.10%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                                   | SolarEdge Technologies Inc                                                                                                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      732734 | NS      | $21139375.90  | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLSTICE ADVANCED MATERI                                     | Solstice Advanced Materials Inc                                                                                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    33758000 | PA      | $34075800.85  | 0.15%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                    | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    18248000 | PA      | $18152610.40  | 0.08%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                          | Sotheby's Artfi Master Trust                                                                                                               | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    25921000 | PA      | $25929789.81  | 0.11%             | 2031-12-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds      | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    43358000 | PA      | $36596266.57  | 0.16%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                     | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29564000 | PA      | $29356822.88  | 0.13%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                     | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    21644000 | PA      | $23147694.39  | 0.10%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                         | Southern Copper Corp                                                                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      232675 | NS      | $33381882.25  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    22297000 | PA      | $21525393.59  | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                              | Spin Holdco Inc 2021 Term Loan                                                                                                             | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    25805081 | PA      | $20031193.75  | 0.09%             | 2028-03-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                    | Block Inc                                                                                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    21897000 | PA      | $22784156.96  | 0.10%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                     | Smyrna Ready Mix Concrete LLC                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    22756000 | PA      | $22878700.35  | 0.10%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    27561000 | PA      | $29541533.18  | 0.13%             | 2035-01-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| STANDARD INDUSTRI INC/NY                                     | Standard Industries Inc/NY                                                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    18055000 | PA      | $17430032.67  | 0.08%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                  | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    22474000 | PA      | $22371534.52  | 0.10%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Holding LLC                                             | Star Holding LLC 2024 1st Lien Term Loan B                                                                                                 | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |     8601330 | PA      | $8472309.75   | 0.04%             | 2031-07-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                             | Star Holding LLC                                                                                                                           | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    10315000 | PA      | $9944793.62   | 0.04%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     2533000 | PA      | $2651096.06   | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    29186000 | PA      | $30449724.61  | 0.13%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                       | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    17532000 | PA      | $18700521.30  | 0.08%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                                                                          | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    25847000 | PA      | $26797756.05  | 0.12%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                   | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    73441574 | PA      | $73441574.37  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                           | Steel Dynamics Inc                                                                                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      147432 | NS      | $24982352.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF LLC                                           | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22871000 | PA      | $23556215.16  | 0.10%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                              | Stream Innovations 2024-1 Issuer Trust                                                                                                     | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7129979 | PA      | $7418882.64   | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    12726000 | PA      | $13171766.33  | 0.06%             | 2034-06-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                            | Suncor Energy Inc                                                                                                                          | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    28398000 | PA      | $31936286.30  | 0.14%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                           | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    24865000 | PA      | $23111155.18  | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                    | Sunoco LP                                                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    33039000 | PA      | $33859442.95  | 0.15%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                     | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    18839000 | PA      | $20416766.25  | 0.09%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                         | Swiss RE Subordinated Finance PLC                                                                                                          | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    20200000 | PA      | $21028332.31  | 0.09%             | 2035-04-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Sycamore Tree CLO Ltd                                        | Sycamore Tree CLO 2025-7 Ltd                                                                                                               | CUSIP: 87122KAJ4<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |     8580000 | PA      | $8597160.00   | 0.04%             | 2038-08-28      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Symbotic Inc                                                 | Symbotic Inc                                                                                                                               | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Long             | EC               | CORP              | US        |      380463 | NS      | $22637548.50  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                       | Synovus Financial Corp                                                                                                                     | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    18009000 | PA      | $18721752.10  | 0.08%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                               | TD SYNNEX Corp                                                                                                                             | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    27001000 | PA      | $26748984.55  | 0.12%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                                                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    51327000 | PA      | $55178807.00  | 0.24%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                     | Synergy Infrastructure Holdings LLC                                                                                                        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21821000 | PA      | $22676880.72  | 0.10%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                     | TAV Havalimanlari Holding AS                                                                                                               | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    20581000 | PA      | $21525457.56  | 0.09%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15070000 | PA      | $15100501.68  | 0.07%             | 2039-12-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8730000 | PA      | $8756038.10   | 0.04%             | 2039-12-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                                       | TKO Group Holdings Inc                                                                                                                     | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       85601 | NS      | $17890609.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    24852000 | PA      | $26323841.31  | 0.11%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    14966000 | PA      | $15271065.45  | 0.07%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    28870000 | PA      | $29872211.95  | 0.13%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    42089000 | PA      | $42765265.85  | 0.19%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                                            | Tank Holding Corp 2022 Term Loan                                                                                                           | CUSIP: 87583FAN8<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |    21487649 | PA      | $19835786.10  | 0.09%             | 2028-03-31      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                 | Tapestry Inc                                                                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      190230 | NS      | $24305687.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                     | Team Health Holdings Inc                                                                                                                   | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     9757000 | PA      | $9892280.81   | 0.04%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    30121000 | PA      | $31357436.93  | 0.14%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                  | Tenneco Inc                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    32145000 | PA      | $32269718.10  | 0.14%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                 | Teradyne Inc                                                                                                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       95114 | NS      | $18410265.84  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMG Media Corporation                                        | CMG Media Corporation 2024 Term Loan                                                                                                       | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    32743813 | PA      | $30654757.63  | 0.13%             | 2029-06-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                    | Tesla Inc                                                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       63719 | NS      | $28655708.68  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                              | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                                   | CUSIP: 88231WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11830000 | PA      | $11853217.56  | 0.05%             | 2042-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TIFFANY & CO                                                 | Tiffany & Co                                                                                                                               | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |    15113000 | PA      | $14311792.62  | 0.06%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HELLAS II                                                    | Hellas Telecommunications Luxembourg II SCA                                                                                                | CUSIP: 88706QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    15000000 | PA      | $0.00         | 0.00%             | 2015-01-15      | None          | 6.05%                 | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                        | Topaz Solar Farms LLC                                                                                                                      | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    47659294 | PA      | $47974560.23  | 0.21%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    21086000 | PA      | $21461984.47  | 0.09%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                       | Transatlantic Holdings Inc                                                                                                                 | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    15659000 | PA      | $19608990.27  | 0.09%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    21975000 | PA      | $22133027.50  | 0.10%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    44257000 | PA      | $44002092.96  | 0.19%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    31150000 | PA      | $32614881.08  | 0.14%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    21948000 | PA      | $22480897.44  | 0.10%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    22756000 | PA      | $23719015.94  | 0.10%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    21993000 | PA      | $23073648.27  | 0.10%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     3602000 | PA      | $3417965.72   | 0.01%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    16075000 | PA      | $13835207.56  | 0.06%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    22548000 | PA      | $22349372.41  | 0.10%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                  | Trimble Inc                                                                                                                                | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    31018000 | PA      | $33411907.82  | 0.15%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                            | Trinidad & Tobago Government International Bond                                                                                            | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    30657000 | PA      | $31040212.50  | 0.14%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                        | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    30028000 | PA      | $32212567.03  | 0.14%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                   | Tronox Inc                                                                                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    50792000 | PA      | $35600949.85  | 0.16%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Turkiye Government International Bonds                       | Turkiye Government International Bonds                                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    19475000 | PA      | $21931394.02  | 0.10%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                     | Turning Point Brands Inc                                                                                                                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      249671 | NS      | $27064336.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                   | Twilio Inc                                                                                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      133154 | NS      | $18939824.96  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                      | X Corp Term Loan                                                                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    55436490 | PA      | $54585262.48  | 0.24%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                      | X Corp 2025 Fixed Term Loan                                                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    21976000 | PA      | $21940618.64  | 0.10%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    13301000 | PA      | $15606422.43  | 0.07%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    24151000 | PA      | $26570906.05  | 0.12%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                           | Sunrise FinCo I BV                                                                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    53571000 | PA      | $51069234.30  | 0.22%             | 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        |    34543000 | PA      | $34504511.50  | 0.15%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                               | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    14500744 | PA      | $14577907.27  | 0.06%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                | UniCredit SpA                                                                                                                              | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    45208000 | PA      | $48508728.76  | 0.21%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                      | United Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16249007 | PA      | $16672706.70  | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                          | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    14775000 | PA      | $14721331.29  | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                      | United Airlines 2023-1 Class A Pass Through Trust                                                                                          | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22434221 | PA      | $23514951.54  | 0.10%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                     | United Airlines 2024-1 Class AA Pass Through Trust                                                                                         | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42535082 | PA      | $43874869.44  | 0.19%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                                                                              | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    22783000 | PA      | $22367046.44  | 0.10%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    28463000 | PA      | $27363037.12  | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13193000 | PA      | $13662424.75  | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21772000 | PA      | $22043496.84  | 0.10%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                         | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    26666000 | PA      | $28863154.40  | 0.13%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                        | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24820000 | PA      | $26057823.04  | 0.11%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                                        | VSP Optical Group Inc                                                                                                                      | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    22340000 | PA      | $22497120.57  | 0.10%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                      | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    46331000 | PA      | $41963523.04  | 0.18%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                        | Vale Overseas Ltd                                                                                                                          | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    26500000 | PA      | $26534450.00  | 0.12%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                      | Vale SA                                                                                                                                    | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     1997360 | NS      | $26025600.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SACA                                               | Vallourec SACA                                                                                                                             | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    20632000 | PA      | $21932489.43  | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                       | Velocity Commercial Capital Loan Trust 2024-2                                                                                              | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11988178 | PA      | $12319443.53  | 0.05%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    31188000 | PA      | $31959903.94  | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    46671000 | PA      | $48402587.44  | 0.21%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    22035000 | PA      | $21814584.56  | 0.10%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                     | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    18160000 | PA      | $17947526.18  | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                      | ACProducts Holdings Inc                                                                                                                    | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |    27943000 | PA      | $13409321.49  | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    19914000 | PA      | $21335760.03  | 0.09%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                     | Viper Energy Partners LLC                                                                                                                  | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    18717000 | PA      | $19112864.55  | 0.08%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                     | Virgin Media Finance PLC                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    37963000 | PA      | $33506417.13  | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    21649000 | PA      | $22108038.25  | 0.10%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     7229000 | PA      | $7995136.65   | 0.03%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                     | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    34565000 | PA      | $34148135.73  | 0.15%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    55119000 | PA      | $50311498.77  | 0.22%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    24505000 | PA      | $22642583.24  | 0.10%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    21999000 | PA      | $21806085.05  | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                            | Vornado Realty LP                                                                                                                          | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    24364000 | PA      | $22117435.27  | 0.10%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                         | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    23482000 | PA      | $22623303.18  | 0.10%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    22194000 | PA      | $22350313.23  | 0.10%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                         | WR Grace Holdings LLC                                                                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    34437000 | PA      | $34901543.42  | 0.15%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                 | WB Commercial Mortgage Trust 2024-HQ                                                                                                       | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13601000 | PA      | $13593069.26  | 0.06%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                            | WBI Operating LLC                                                                                                                          | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25347000 | PA      | $25264558.88  | 0.11%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                              | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16450000 | PA      | $16921391.20  | 0.07%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                | LUXCO3 SHARES                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      561251 | NS      | $10108096.75  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                       | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    59833000 | PA      | $13991139.30  | 0.06%             | 2027-03-23      | None          | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Claires Holdings LLC                                         | CLAIRES HOLDINGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15164 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gibson Brands                                                | GIBSON BRANDS PRIVATE EQUITY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      106902 | NS      | $6948630.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                         | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    17451000 | PA      | $17872354.40  | 0.08%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK F                                     | Washington Mutual Bank / Debt not acquired by JPMorgan                                                                                     | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22500000 | PA      | $0.00         | 0.00%             | 2011-06-15      | None          | 6.88%                 | No            |                  3 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                     | Watco Cos LLC / Watco Finance Corp                                                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25527000 | PA      | $26748900.91  | 0.12%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UTEX                                                         | UTEX                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      113840 | NS      | $3329820.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION                                          | FRONTERA GENERATION                                                                                                                        | CUSIP: 000000000<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | EC               | CORP              | US        |      125994 | NS      | $1826913.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                  | Wayfair LLC                                                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    20913000 | PA      | $22354135.74  | 0.10%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                  | Wayfair LLC                                                                                                                                | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    22033000 | PA      | $22677465.25  | 0.10%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FGI Operating Company LLC                                    | FGI Operating Company LLC Exit Term Loan                                                                                                   | CUSIP: 30252KAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      687414 | PA      | $0.00         | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                     | Weatherford International Ltd                                                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    33114000 | PA      | $33929995.19  | 0.15%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                       | Webster Financial Corp                                                                                                                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    34898000 | PA      | $34395353.99  | 0.15%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PVT CR FUND 1 LP                                 | LORD ABBETT PVT CR FUND 1 LP                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |    12703635 | NS      | $320131593.18 | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                        | Wells Fargo Commercial Mortgage Trust 2025-609M                                                                                            | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41710000 | PA      | $41813265.62  | 0.18%             | 2042-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                     | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    57945000 | PA      | $55841017.05  | 0.24%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                                                                                       | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $24914173.32  | 0.11%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    38019000 | PA      | $37263410.39  | 0.16%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    20497000 | PA      | $21577554.49  | 0.09%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                        | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    45092000 | PA      | $46737532.44  | 0.20%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                     | White Cap Supply Holdings LLC                                                                                                              | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    22134000 | PA      | $22980920.99  | 0.10%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                               | William Carter Co/The                                                                                                                      | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    32277000 | PA      | $33411601.10  | 0.15%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                        | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    20566000 | PA      | $21493801.77  | 0.09%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25092875 | PA      | $24336771.47  | 0.11%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19375000 | PA      | $19946120.75  | 0.09%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  3146800000 | PA      | $168491577.68 | 0.73%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                                 | Wise CLO 2025-4 Ltd                                                                                                                        | CUSIP: 97720CAG3<br>LEI: 2549003B5WUFFPI2NX19 | Long             | ABS-CBDO         | CORP              | KY        |     8850000 | PA      | $8859336.75   | 0.04%             | 2038-09-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                                 | Woodward Inc                                                                                                                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       77678 | NS      | $23483612.96  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                             | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42769000 | PA      | $44095199.54  | 0.19%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    23813000 | PA      | $23810927.32  | 0.10%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    21688000 | PA      | $21986628.80  | 0.10%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                      | XPO Inc                                                                                                                                    | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    18350000 | PA      | $19367837.80  | 0.08%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                       | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    20740000 | PA      | $21806782.64  | 0.10%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| X.AI LLC/X.AI CO ISSUER                                      | X.AI LLC / X.AI Co Issuer Corp                                                                                                             | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    63323000 | PA      | $67562897.85  | 0.29%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    21422000 | PA      | $21942457.56  | 0.10%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    44919000 | PA      | $45358936.69  | 0.20%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    22555000 | PA      | $22303545.36  | 0.10%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                      | Zebra Technologies Corp                                                                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    28485000 | PA      | $29524531.59  | 0.13%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                          | Zaxbys Funding LLC                                                                                                                         | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9247938 | PA      | $9439321.72   | 0.04%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                           | Zegona Finance PLC                                                                                                                         | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    27622000 | PA      | $29382129.08  | 0.13%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    21981000 | PA      | $23408807.73  | 0.10%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT, LLC                                        | ANASTASIA PARENT, LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 254900JLBMA86EYGCG20 | Long             | EC               | CORP              | US        |      152350 | NS      | $2856562.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLYO16AP5 IRS USD R V 12MUSCPI INF_SLYO16AP5 CCPINFLATIONZERO / Short: BLYO16AP5 IRS USD P F  2.54375 FIX_SLYO16AP5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |    60151898 | OU      | $755378.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLXA0Y9I4 IRS USD R V 12MUSCPI INF_SLXA0Y9I4 CCPINFLATIONZERO / Short: BLXA0Y9I4 IRS USD P F  2.54375 FIX_SLXA0Y9I4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |    29848102 | OU      | $374827.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLFD0V9M5 IRS USD R V 12MUSCPI INF_SLFD0V9M5 CCPINFLATIONZERO / Short: BLFD0V9M5 IRS USD P F  2.74750 FIX_SLFD0V9M5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   128000000 | OU      | $-4491308.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLK60ADV5 IRS USD R V 12MUSCPI INF_SLK60ADV5 CCPINFLATIONZERO / Short: BLK60ADV5 IRS USD P F  2.66500 FIX_SLK60ADV5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |    97080000 | OU      | $-2048631.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: B64129770 IRS USD R V 12MUSCPI 264129772 CCPINFLATIONZERO / Short: B64129770 IRS USD P F  2.66500 264129771 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   200000000 | OU      | $-1168632.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: S60882563 CDS USD R F  5.00000 560882565 CCPCDX / Short: S60882563 CDS USD P V 03MEVENT 560882564 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   121677000 | OU      | $9457987.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                  | Cie Financiere Richemont SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       33289 | NS      | $7178803.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                     | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  1875888972 | PA      | $115720091.52 | 0.50%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                          | MIRABELA NICKEL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185297 | PA      | $0.00         | 0.00%             | 2044-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BONOS TESORERIA PESOS                                        | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 51640000000 | PA      | $57281281.91  | 0.25%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   511720000 | PA      | $82064736.48  | 0.36%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    95558274 | PA      | $94555867.71  | 0.41%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    26510377 | PA      | $20417762.42  | 0.09%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                        | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    13799000 | PA      | $13462424.59  | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                      | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  3680340000 | PA      | $11411587.64  | 0.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                         | Heathrow Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    42080000 | PA      | $57127671.91  | 0.25%             | 2031-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Galderma Group AG                                            | Galderma Group AG                                                                                                                          | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      111277 | NS      | $22659633.19  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                        | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    45925668 | PA      | $45347165.92  | 0.20%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                         | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    32016000 | PA      | $31958226.81  | 0.14%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                       | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    74349729 | PA      | $42067892.28  | 0.18%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                       | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    22564000 | PA      | $22410657.76  | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                         | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    87817293 | PA      | $80559772.45  | 0.35%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    21252000 | PA      | $22710771.50  | 0.10%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     9035527 | PA      | $8263079.16   | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    47409650 | PA      | $43250336.45  | 0.19%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                       | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   494800000 | PA      | $77253281.34  | 0.34%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                            | Punch Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    19851000 | PA      | $27279919.54  | 0.12%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                           | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   200177000 | PA      | $64126175.76  | 0.28%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                     | Benteler International AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     3124000 | PA      | $3951919.61   | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                           | Czechoslovak Group AS                                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    21327000 | PA      | $21935024.88  | 0.10%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                           | Czechoslovak Group AS                                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    26122000 | PA      | $26866728.55  | 0.12%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                           | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    27358000 | PA      | $27555285.10  | 0.12%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| CORPORACIAN QUIPORT SA                                       | Corp Quiport SA                                                                                                                            | CUSIP: 000000000<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     8218000 | PA      | $8815884.15   | 0.04%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US LONG BOND(CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2460 | NC      | $-2971985.04  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US ULTRA BOND CBT MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1207 | NC      | $-2594817.05  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US 5YR NOTE (CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       16650 | NC      | $-4729726.28  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US 2YR NOTE (CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       28919 | NC      | $-483173.55   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR ULTRA FUT MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        7535 | NC      | $-5786667.07  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    23821000 | PA      | $5586024.50   | 0.02%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fresnillo PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      484685 | NS      | $21612320.71  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                               | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |    28107692 | PA      | $30124173.53  | 0.13%             | 2031-05-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ARGENT FINCO LLC                                             | ARGENT FINCO LLC TERM LOAN B                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     9131000 | PA      | $9216603.13   | 0.04%             | 2032-11-12      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT LLC                                         | ANASTASIA PARENT LLC 2025 TERM LOAN                                                                                                        | CUSIP: 000000000<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |    10784912 | PA      | $9976043.33   | 0.04%             | 2030-06-24      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4553000 | PA      | $4479784.16   | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                       | Dr Ing hc F Porsche AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      475569 | NS      | $25329907.10  | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2485347 | PA      | $1914164.89   | 0.01%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                      | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 11316080000 | PA      | $35087638.26  | 0.15%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALFA BANK (ALFA BOND)                                        | Alfa Bank AO Via Alfa Bond Issuance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |    51057000 | PA      | $0.00         | 0.00%             | 2031-10-26      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     4247000 | PA      | $3771951.82   | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                 | SK hynix Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    13204000 | PA      | $14570254.72  | 0.06%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    19229000 | PA      | $17078140.21  | 0.07%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alloy Finco Limited                                          | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    22975265 | PA      | $54566254.68  | 0.24%             | 2028-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd                           | Credo Technology Group Holding Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      172266 | NS      | $24787354.74  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSN ISLANDS XI CORP                                          | CSN Inova Ventures                                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    33416000 | PA      | $31005777.44  | 0.14%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    22496000 | PA      | $22286930.05  | 0.10%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                               | NU Holdings Ltd/Cayman Islands                                                                                                             | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     1366290 | NS      | $22871694.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                      | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    35436000 | PA      | $34247403.56  | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                     | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    22518000 | PA      | $22345287.04  | 0.10%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                                          | Viking Holdings Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      406085 | NS      | $28998529.85  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGEA FINANCE SARL                                           | Aegea Finance Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    30707000 | PA      | $32522417.80  | 0.14%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    67721000 | PA      | $66631992.82  | 0.29%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| JFrog Ltd                                                    | JFrog Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      516950 | NS      | $32288697.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    50361000 | PA      | $53823318.75  | 0.23%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                     | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    23477754 | PA      | $22109000.89  | 0.10%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    58725800 | PA      | $16663445.75  | 0.07%             | 2023-05-07      | None          | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    11543700 | PA      | $3653581.05   | 0.02%             | 2022-08-23      | None          | 12.75%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    51699500 | PA      | $17009135.50  | 0.07%             | 2026-10-21      | None          | 11.75%                | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    43282000 | PA      | $44422480.70  | 0.19%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                    | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    20224000 | PA      | $22764640.00  | 0.10%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: —       |
| Bolivia Government International Bonds                       | Bolivia Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    35956000 | PA      | $33245996.28  | 0.14%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| HONDURAS GOVERNMENT                                          | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    24796000 | PA      | $24647224.00  | 0.11%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    26789400 | PA      | $6282114.30   | 0.03%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    38247112 | PA      | $9179306.88   | 0.04%             | 2026-11-15      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   115754943 | PA      | $27144534.13  | 0.12%             | 2024-05-16      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    14069170 | PA      | $13489520.20  | 0.06%             | 2029-02-01      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: —       |
| SAMARCO MINERACAO SA                                         | Samarco Mineracao SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    50042589 | PA      | $50750191.21  | 0.22%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                        | Macquarie Bank Ltd/London                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    10748000 | PA      | $10939024.20  | 0.05%             | 2027-03-08      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                        | Nickel Industries Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    21836000 | PA      | $22667257.00  | 0.10%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                        | Freeport Indonesia PT                                                                                                                      | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    21420000 | PA      | $21832356.42  | 0.10%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: —       |
| Citibank NA                                                  | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    38157805 | NS      | $38157805.09  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** LORD ABBETT BOND DEBENTURE FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer