# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-010349
**Filing Date:** 2026-2
**Character Count:** 1003556
**Document Hash:** c6d632dcc3c2f617231622eaa7a0ada0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010349.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010349

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26605213

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP Fidelity Institutional AM Total Bond Fund (Series ID: S000070165)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000223150 | Service Class  |  |
| C000223151 | Standard Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP Fidelity Institutional AM(R) Total Bond Fund

- **b. EDGAR series identifier (if any):** S000070165

- **c. LEI of Series:** 549300JTA30014W9UF64

**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:** $2461967388.21

**Total Liabilities:** $298273096.91

**Net Assets:** $2163694291.30

**Delayed Delivery Securities:** $133546112.86

**Cash Not Reported:** $2625892.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1225.79000000 | **1-Year:** -40345.94000000 | **5-Year:** -151407.83000000 | **10-Year:** -80034.49000000 | **30-Year:** -18819.16000000

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

- **3-Month:** -857.85000000 | **1-Year:** -22126.27000000 | **5-Year:** -67821.11000000 | **10-Year:** -16334.08000000 | **30-Year:** 2514.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223150 | 0.64%                | 0.58%                | -0.32%               |
| Class ID C000223151 | 0.65%                | 0.61%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $655534.89               | $4175067.29                                |
| Month 2  | $247886.32               | $4426589.95                                |
| Month 3  | $445338.11               | $-14082249.16                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                  | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                    | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    496231 | PA      | $496543.79    | 0.02%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                                                                        | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116425.25    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                                                                 | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4524126.12   | 0.21%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                                                                 | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118478.28    | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                          | AP Core Holdings II LLC High-Yield Term Loan B2                                                                              | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    750000 | PA      | $748260.00    | 0.03%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                           | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                             | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $212096.68    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                           | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C                                             | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    120000 | PA      | $123536.64    | 0.01%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo LLC                                                                                                           | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $534590.72    | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                                     | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1609181.30   | 0.07%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3297543.95   | 0.15%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                                              | VM Consolidated Inc 2025 Term Loan                                                                                           | CUSIP: 00215NAP5<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |    114712 | PA      | $115458.13    | 0.01%             | 2032-10-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                      | Hexion Holdings Corporation 2024 Term Loan B                                                                                 | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    945372 | PA      | $909249.64    | 0.04%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| AZZ Inc                                                          | AZZ Inc Term Loan B                                                                                                          | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     51722 | PA      | $51851.06     | 0.00%             | 2029-05-13      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                         | Abu Dhabi National Energy Co PJSC                                                                                            | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    100000 | PA      | $80818.54     | 0.00%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                         | Abu Dhabi National Energy Co PJSC                                                                                            | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $195836.06    | 0.01%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                         | Abu Dhabi Developmental Holding Co PJSC                                                                                      | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $211066.20    | 0.01%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                         | Abu Dhabi Developmental Holding Co PJSC                                                                                      | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $193863.65    | 0.01%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                                                                     | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121200.48    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Acosta Inc                                                       | Acosta Inc 2024 Term Loan B                                                                                                  | CUSIP: 00485CAW7<br>LEI: 549300NKH5QUQILWWM10 | Long             | LON              | CORP              | US        |     64749 | PA      | $63237.97     | 0.00%             | 2031-08-21      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                    | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                      | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1736842 | PA      | $1733594.23   | 0.08%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62498.90     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                                                                          | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62786.34     | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                                                                          | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66957.02     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | Acushnet Co                                                                                                                  | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70786.51     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | AdaptHealth LLC                                                                                                              | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121901.11    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                             | Adnoc Murban Rsc Ltd                                                                                                         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $187936.36    | 0.01%             | 2054-09-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                                                        | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230593.50    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2070000 | PA      | $2041864.58   | 0.09%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3769000 | PA      | $3654002.72   | 0.17%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1431210.33   | 0.07%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                         | Advantage Sales & Marketing Inc                                                                                              | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143062.50    | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                          | Aeropuertos Dominicanos Siglo XXI SA                                                                                         | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $210000.00    | 0.01%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                          | Aeropuerto Internacional de Tocumen SA                                                                                       | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $162600.00    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                                                                    | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002797.90   | 0.05%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | Agree LP                                                                                                                     | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   2340000 | PA      | $2189672.22   | 0.10%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC 2024 Term Loan B4                                                                                      | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    169574 | PA      | $169226.30    | 0.01%             | 2031-02-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 10 Ltd                                                                                                             | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10012180.00  | 0.46%             | 2037-07-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                   | Air Lease Corp                                                                                                               | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351427.07    | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | Aircastle Ltd                                                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $248757.28    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $943520.58    | 0.04%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158680.03    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177672.59    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123357.72    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70738.04     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70283.15     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                          | Alcoa Nederland Holding BV                                                                                                   | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    415000 | PA      | $440939.06    | 0.02%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                  | Alera Group Inc 2025 Term Loan                                                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    294262 | PA      | $295513.12    | 0.01%             | 2032-05-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                  | Alera Group Inc 2025 2nd Lien Term Loan                                                                                      | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     44888 | PA      | $45684.25     | 0.00%             | 2033-05-30      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                 | AlixPartners LLP 2025 USD Term Loan                                                                                          | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    170000 | PA      | $170180.20    | 0.01%             | 2032-08-12      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                  | Allegro CLO XIII Ltd                                                                                                         | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |    511000 | PA      | $512233.04    | 0.02%             | 2038-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                               | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                           | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     54862 | PA      | $54971.13     | 0.00%             | 2031-09-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129608.63    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    290000 | PA      | $305624.83    | 0.01%             | 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        |    160000 | PA      | $166588.20    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                             | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    817950 | PA      | $821671.67    | 0.04%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | Allison Transmission Inc                                                                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126820.28    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | ALLISON TRANSMISSION INC 2025 INCREMENTAL TERM LOAN B                                                                        | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |     70000 | PA      | $70291.90     | 0.00%             | 2032-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $1818272.30   | 0.08%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8900000 | PA      | $7191929.44   | 0.33%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1400000 | PA      | $-1183328.13  | -0.05%            | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19050000 | PA      | $16846599.66  | 0.78%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -19050000 | PA      | $-16846599.66 | -0.78%            | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -15775000 | PA      | $-13940540.08 | -0.64%            | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1950000 | PA      | $1950685.54   | 0.09%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $1122563.50   | 0.05%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1800000 | PA      | $-1757055.91  | -0.08%            | 2055-01-01      | 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        |   3750000 | PA      | $3797730.41   | 0.18%             | 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        |   6900000 | PA      | $6985398.20   | 0.32%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6600000 | PA      | $6581437.50   | 0.30%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6600000 | PA      | $-6581437.50  | -0.30%            | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6600000 | PA      | $-6575507.80  | -0.30%            | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1520973.89   | 0.07%             | 2055-01-01      | 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        |   1700000 | PA      | $1744573.42   | 0.08%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F062614<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -800000 | PA      | $-831392.46   | -0.04%            | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29695.12     | 0.00%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237704.74    | 0.01%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303093.06    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301941.25    | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51759.48     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227019.83    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                                                             | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1159170 | PA      | $1111275.30   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                                                             | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     34654 | PA      | $33231.09     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                         | Altice France Lux 3 / Altice Holdings 1                                                                                      | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     66000 | PA      | $60500.79     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $329307.83    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                                                                          | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $77000.00     | 0.00%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | Alumina Pty Ltd                                                                                                              | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $218069.25    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                 | Ambipar Lux Sarl                                                                                                             | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    531000 | PA      | $116820.00    | 0.01%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                         | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    599624 | PA      | $600559.27    | 0.03%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings Inc                                                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131760.50    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                              | Amer Sports Co                                                                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220102.68    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                        | Hess Corp                                                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2210457.42   | 0.10%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines Inc 2025 Term Loan                                                                                         | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    497500 | PA      | $498370.63    | 0.02%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines Inc 2025 Term Loan B                                                                                       | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     99500 | PA      | $99935.81     | 0.00%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE AND MANUFAC INC                                    | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C                                                                   | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    115000 | PA      | $114951.70    | 0.01%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106938.15    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142601.01    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                            | American Homes 4 Rent LP                                                                                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1538000 | PA      | $1568775.93   | 0.07%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                                      | American Trailer World Corp Term Loan B                                                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    500000 | PA      | $442550.00    | 0.02%             | 2028-03-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                         | AmeriTex HoldCo Intermediate LLC                                                                                             | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $115901.94    | 0.01%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                             | Amkor Technology Inc                                                                                                         | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71443.99     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                       | Amneal Pharmaceuticals LLC 2025 Term Loan B                                                                                  | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    164588 | PA      | $165821.91    | 0.01%             | 2032-08-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                | Amsted Industries Inc                                                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139048.11    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                 | AmWINS Group Inc 2025 Term Loan B                                                                                            | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    496241 | PA      | $497481.21    | 0.02%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                           | Amur Equipment Finance Receivables XV LLC                                                                                    | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1651467 | PA      | $1668369.68   | 0.08%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                        | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     50000 | PA      | $43927.69     | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                        | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $194873.84    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                        | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $201192.25    | 0.01%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                 | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70422.73     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                 | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $241814.61    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX INTERNATIONAL AB                                       | Anticimex International AB 2025 USD Term Loan                                                                                | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    195000 | PA      | $195731.25    | 0.01%             | 2031-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                  | Antofagasta PLC                                                                                                              | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181354.81    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                              | Applied Systems Inc 2024 1st Lien Term Loan                                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    302852 | PA      | $304429.43    | 0.01%             | 2031-02-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $205137.06    | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    150000 | PA      | $130521.26    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $299699.20    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    100000 | PA      | $106324.70    | 0.00%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| New Arclin US Holding Corp                                       | New Arclin US Holding Corp 2021 Term Loan                                                                                    | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496129 | PA      | $495508.97    | 0.02%             | 2028-09-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                                   | Arcis Golf LLC 2025 Term Loan B                                                                                              | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    113564 | PA      | $113706.26    | 0.01%             | 2028-11-24      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    185000 | PA      | $174156.35    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | 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        |    150000 | PA      | $153416.25    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LXX CLO Ltd                                                                                                             | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1183000 | PA      | $1183524.07   | 0.05%             | 2039-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Trust 2025-IND3                                                                                                         | CUSIP: 039955AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140000.07    | 0.01%             | 2042-04-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    855326 | PA      | $727027.44    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    871767 | PA      | $648594.65    | 0.03%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    450000 | PA      | $349200.00    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    225000 | PA      | $155700.00    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    233993 | PA      | $207785.61    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares XXXIV CLO Ltd                                                                                                           | CUSIP: 04015GBB4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1870000 | PA      | $1874364.58   | 0.09%             | 2038-07-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LIV CLO Ltd                                                                                                             | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    953000 | PA      | $955784.67    | 0.04%             | 2038-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                                                                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2150563.77   | 0.10%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                                                                   | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    869000 | PA      | $877414.26    | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                                                                   | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1083985.61   | 0.05%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                 | Aris Mining Corp                                                                                                             | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260750.55    | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                              | Republic of Armenia International Bond                                                                                       | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    250000 | PA      | $260059.80    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | Artera Services LLC                                                                                                          | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    684000 | PA      | $567953.25    | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                   | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                            | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    496114 | PA      | $452083.86    | 0.02%             | 2027-11-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                              | Ascend Learning LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    744375 | PA      | $746101.95    | 0.03%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                       | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62102.64     | 0.00%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66737.46     | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65051.69     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                         | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                                                                        | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248109 | PA      | $248994.67    | 0.01%             | 2031-05-23      | Floating      | 5.47%                 | 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        |    380000 | PA      | $394292.34    | 0.02%             | 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        |    190000 | PA      | $176841.78    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    230000 | PA      | $228886.80    | 0.01%             | 2028-01-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2021 Second Lien Term Loan B4                                                                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1000000 | PA      | $980000.00    | 0.05%             | 2029-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2023 Term Loan B11                                                                                               | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     74426 | PA      | $74519.04     | 0.00%             | 2028-08-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2024 Term Loan B12                                                                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1741206 | PA      | $1740387.67   | 0.08%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                                                                        | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2157170.80   | 0.10%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                           | Athenahealth Group Inc 2022 Term Loan B                                                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    744375 | PA      | $745149.15    | 0.03%             | 2029-02-15      | Floating      | 6.47%                 | 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        |     95000 | PA      | $98096.65     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC 2025 Term Loan B                                                                                  | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    109450 | PA      | $108811.91    | 0.01%             | 2032-07-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $451967.59    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1719932.59   | 0.08%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2150000 | PA      | $2207203.80   | 0.10%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1490344.62   | 0.07%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                         | Axalta Coating Systems Dutch Holding B BV                                                                                    | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105461.59    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149689.88    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171653.98    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                                              | Axian Telecom Holding & Management PLC                                                                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    335000 | PA      | $337312.69    | 0.02%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2020-C7                                                                                                 | CUSIP: 05492VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85803.10     | 0.00%             | 2053-04-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-C30                                                                                                | CUSIP: 05493YAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100033.98    | 0.00%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C37                                                                                               | CUSIP: 05494NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $145953.53    | 0.01%             | 2058-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR19                                                                                                             | CUSIP: 05494RAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88924.55     | 0.00%             | 2058-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR19                                                                                                             | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $516504.50    | 0.02%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR19                                                                                                             | CUSIP: 05494RBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $29372.70     | 0.00%             | 2058-12-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6597621.87   | 0.30%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $245762.50    | 0.01%             | 2033-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                           | Aveanna Healthcare LLC 2025 Term Loan B                                                                                      | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     64838 | PA      | $65176.60     | 0.00%             | 2032-09-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                         | BCPE Empire Holdings Inc 2025 Term Loan B                                                                                    | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    496241 | PA      | $490246.02    | 0.02%             | 2030-12-11      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM Acquisition LLC                                                                                                          | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125998.64    | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD 2024-WRHS Mortgage Trust                                                                                                | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185399 | PA      | $185746.25    | 0.01%             | 2039-07-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BCRED BSL Static CLO Ltd                                         | BCRED BSL Static CLO 2025-1 Ltd                                                                                              | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |   1304000 | PA      | $1304302.53   | 0.06%             | 2035-07-24      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C38                                                                                               | CUSIP: 05556RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $98910.24     | 0.00%             | 2058-11-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C39                                                                                                | CUSIP: 05556YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100427.05    | 0.00%             | 2058-12-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                                                      | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $434812.33    | 0.02%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C13 Mortgage Trust                                                                                                  | CUSIP: 05592YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $116377.82    | 0.01%             | 2058-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                        | BMP 2024-MF23                                                                                                                | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113000 | PA      | $1113692.73   | 0.05%             | 2041-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                        | BMP 2024-MF23                                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $168209.60    | 0.01%             | 2041-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2024-PARK                                                                                      | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5913162.64   | 0.27%             | 2039-11-05      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2024-PARK                                                                                      | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $124879.09    | 0.01%             | 2039-11-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                                                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4792309 | PA      | $4781840.94   | 0.22%             | 2030-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                                                                           | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3164657 | PA      | $3152801.60   | 0.15%             | 2030-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124514 | PA      | $123737.16    | 0.01%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LUNR                                                                                                           | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88768 | PA      | $89044.92     | 0.00%             | 2040-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                               | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    165000 | PA      | $172642.47    | 0.01%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIV2                                                                                       | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3211000 | PA      | $3009757.96   | 0.14%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                                                                           | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $499678.75    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                                                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $484376.18    | 0.02%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                                                            | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197702 | PA      | $197587.26    | 0.01%             | 2036-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-XL2                                                                                        | CUSIP: 05609KAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74352 | PA      | $73980.13     | 0.00%             | 2038-10-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-ACNT                                                                                       | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207523 | PA      | $207268.79    | 0.01%             | 2038-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-BXMF                                                                                                           | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3581129 | PA      | $3570087.38   | 0.16%             | 2026-10-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-VAMF                                                                                                           | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $103684.55    | 0.00%             | 2039-01-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-VAMF                                                                                                           | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248944.30    | 0.01%             | 2039-01-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-LP2                                                                                        | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174343.87    | 0.01%             | 2039-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-LP2                                                                                        | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104903.36    | 0.00%             | 2039-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Trust 2023-BRK2                                                                                                          | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $289591.39    | 0.01%             | 2038-10-05      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5177698 | PA      | $5174461.56   | 0.24%             | 2039-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1392053 | PA      | $1391182.75   | 0.06%             | 2039-02-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102084 | PA      | $102020.08    | 0.00%             | 2039-02-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106724 | PA      | $106804.06    | 0.00%             | 2039-02-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MF                                                                                         | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442727 | PA      | $443682.22    | 0.02%             | 2039-02-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL5                                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350459 | PA      | $5353504.29   | 0.25%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL5                                                                                        | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140239.26    | 0.01%             | 2041-03-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-CNYN                                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    951277 | PA      | $950110.51    | 0.04%             | 2041-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-KING                                                                                       | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355322 | PA      | $356209.56    | 0.02%             | 2034-05-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX TRUST 2024 VLT4                                                                                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $274315.00    | 0.01%             | 2041-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502029.40    | 0.02%             | 2041-06-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-DIME                                                                                                           | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1313000 | PA      | $1309719.34   | 0.06%             | 2035-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                               | BW Real Estate Inc                                                                                                           | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168913.14    | 0.01%             | 2030-03-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-VLT5                                                                                       | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $377435.52    | 0.02%             | 2046-11-13      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C12 Mortgage Trust                                                                                                  | CUSIP: 05615DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113000 | PA      | $116118.94    | 0.01%             | 2058-06-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2025-STAR                                                                                      | CUSIP: 05619DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $135892.07    | 0.01%             | 2042-11-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                   | BRES Commercial Mortgage Trust 2025-ATCAP                                                                                    | CUSIP: 05619GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $147089.64    | 0.01%             | 2042-11-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                   | BRES Commercial Mortgage Trust 2025-ATCAP                                                                                    | CUSIP: 05619GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124689.65    | 0.01%             | 2042-11-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-OMG                                                                                                            | CUSIP: 05619HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.03     | 0.00%             | 2042-10-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                                                                           | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99875.39     | 0.00%             | 2044-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                          | Bahamas Government International Bond                                                                                        | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $223014.00    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                               | Bahrain Government International Bond                                                                                        | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     50000 | PA      | $47981.28     | 0.00%             | 2034-05-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2023-2 Ltd                                                                                           | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1402000 | PA      | $1405458.73   | 0.06%             | 2038-07-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2023-4 Ltd                                                                                           | CUSIP: 05685EAN0<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | KY        |   1386000 | PA      | $1387449.76   | 0.06%             | 2039-01-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco Inc                                           | Bakelite US Holdco Inc 2024 Term Loan B                                                                                      | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |    496241 | PA      | $479492.49    | 0.02%             | 2031-12-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                         | Banco de Credito e Inversiones SA                                                                                            | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $216180.00    | 0.01%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                         | Banco Bilbao Vizcaya Argentaria SA                                                                                           | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $425159.14    | 0.02%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                          | Banco del Estado de Chile                                                                                                    | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $212000.00    | 0.01%             | 2029-05-02      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                         | Banco Mercantil del Norte SA/Grand Cayman                                                                                    | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $256997.25    | 0.01%             | 2028-01-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                         | Banco de Credito del Peru S.A.                                                                                               | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    100000 | PA      | $101650.00    | 0.00%             | 2035-03-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5491705.18   | 0.25%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7290000 | PA      | $7505393.55   | 0.35%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4171000 | PA      | $4350702.45   | 0.20%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3179651.24   | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4239000 | PA      | $4295233.30   | 0.20%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                        | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                           | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98616.48     | 0.00%             | 2049-07-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137120.31    | 0.01%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                         | Bank Gospodarstwa Krajowego                                                                                                  | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $205501.50    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                         | Bank Gospodarstwa Krajowego                                                                                                  | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $207567.87    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia/The                                                                                                      | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99656.71     | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2018-BNK10                                                                                                              | CUSIP: 065404BD6<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $310451.16    | 0.01%             | 2061-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2018-BNK10                                                                                                              | CUSIP: 065404BE4<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $180169.44    | 0.01%             | 2061-02-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2025-BNK51                                                                                                              | CUSIP: 06541HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100134.34    | 0.00%             | 2067-12-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR16                                                                                                             | CUSIP: 065934BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $36282.40     | 0.00%             | 2063-08-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6190000 | PA      | $6324159.77   | 0.29%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4180000 | PA      | $4320317.92   | 0.20%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                         | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2977444 | PA      | $2992330.82   | 0.14%             | 2032-01-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $35000.00     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $223750.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $113942.39    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                             | Bayer US Finance LLC                                                                                                         | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $757816.40    | 0.04%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                                                                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4274679.32   | 0.20%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C32                                                                                                | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $126633.68    | 0.01%             | 2062-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C34                                                                                               | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $288508.85    | 0.01%             | 2058-05-15      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C35                                                                                                | CUSIP: 07337DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101342.09    | 0.00%             | 2058-07-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC USD Term Loan B                                                                                  | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    155000 | PA      | $156066.40    | 0.01%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    210000 | PA      | $231794.43    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                      | Van Pool Transportation LLC 2025 Term Loan                                                                                   | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     83554 | PA      | $83920.19     | 0.00%             | 2030-08-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Van Pool Transportation LLC                                      | Van Pool Transportation LLC 2025 Delayed Draw Term Loan                                                                      | CUSIP: 07363PAC4<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     11446 | PA      | $11495.91     | 0.00%             | 2030-08-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | Beacon Mobility Corp                                                                                                         | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67981.94     | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                 | Beazer Homes USA Inc                                                                                                         | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101392.80    | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | Belron UK Finance PLC                                                                                                        | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $137860.65    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2022-B33 Mortgage Trust                                                                                            | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $159927.20    | 0.01%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO 43 Ltd                                                                                           | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   1306000 | PA      | $1308127.47   | 0.06%             | 2038-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO 44 Ltd                                                                                           | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |   1186000 | PA      | $1186960.66   | 0.05%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2025-B41 Mortgage Trust                                                                                            | CUSIP: 081935BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101947.20    | 0.00%             | 2068-07-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                              | Benin Government International Bond                                                                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $207329.96    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                             | Berlin Packaging LLC 2025 Term Loan B7                                                                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    340000 | PA      | $340659.60    | 0.02%             | 2031-06-07      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                  | Bermuda Government International Bond                                                                                        | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $197400.00    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                  | Bermuda Government International Bond                                                                                        | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     50000 | PA      | $34625.00     | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                                                                     | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $131648.40    | 0.01%             | 2041-11-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                          | Biocon Biologics Global PLC                                                                                                  | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $55392.33     | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                       | Blackbird Capital II Aircraft Lease Ltd                                                                                      | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1892363 | PA      | $1796815.21   | 0.08%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                                                               | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3129149.34   | 0.14%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                                                               | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1579751.58   | 0.07%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                               | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3491000 | PA      | $3664623.98   | 0.17%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C12 Mortgage Trust                                                                                                 | CUSIP: 09663VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $79683.27     | 0.00%             | 2058-10-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C13 Mortgage Trust                                                                                                 | CUSIP: 09664JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $605822.88    | 0.03%             | 2058-12-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C13 Mortgage Trust                                                                                                 | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $617408.82    | 0.03%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C11 Mortgage Trust                                                                                                 | CUSIP: 096941AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $103202.80    | 0.00%             | 2058-07-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2162266.72   | 0.10%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4666101.46   | 0.22%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3369415.83   | 0.16%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $175831.92    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $163832.83    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                            | Boots Group Bidco Ltd USD Term Loan                                                                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    110000 | PA      | $110503.80    | 0.01%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                         | Brand Industrial Services Inc                                                                                                | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    315000 | PA      | $308902.35    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                    | Brand Industrial Services Inc 2024 Term Loan B                                                                               | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1042045 | PA      | $947313.09    | 0.04%             | 2030-08-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                               | Braskem Idesa SAPI                                                                                                           | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $87000.00     | 0.00%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                              | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $34625.00     | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                              | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $112375.00    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM5                                                                                    | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |    656756 | PA      | $663307.18    | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $290337.50    | 0.01%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    100000 | PA      | $109585.00    | 0.01%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $190790.00    | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $206040.00    | 0.01%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                            | Breakwater Energy Holdings Sarl                                                                                              | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $172780.58    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                         | Broadstreet Partners Inc 2024 Term Loan B4                                                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    496511 | PA      | $497945.46    | 0.02%             | 2031-06-13      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1666501.74   | 0.08%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3428492.48   | 0.16%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4452447.54   | 0.21%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                          | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                              | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    149237 | PA      | $163210.11    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152353.82    | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103393.19    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329337.04    | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                         | Burford Capital Global Finance LLC                                                                                           | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128825.26    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-GPA3                                                                                       | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2729843 | PA      | $2729842.28   | 0.13%             | 2039-12-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                                                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $495689.75    | 0.02%             | 2035-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                                                                           | CUSIP: 123912AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $128000.13    | 0.01%             | 2035-06-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                                                                           | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199998.98    | 0.01%             | 2035-06-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT7                                                                                                           | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250800.48    | 0.01%             | 2044-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MDHS                                                                                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200191 | PA      | $200501.78    | 0.01%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-LBA6                                                                                                           | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249692.78    | 0.01%             | 2039-01-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-SPOT                                                                                       | CUSIP: 12433FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253860 | PA      | $253938.66    | 0.01%             | 2040-04-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-SPOT                                                                                       | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344524 | PA      | $346243.59    | 0.02%             | 2040-04-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                                                                           | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383000 | PA      | $381448.62    | 0.02%             | 2042-03-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                                                                           | CUSIP: 12433KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256000 | PA      | $252492.67    | 0.01%             | 2042-03-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIVA                                                                                       | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $269221.18    | 0.01%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIVA                                                                                       | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $213282.05    | 0.01%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-SDMF                                                                                                           | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299736 | PA      | $298641.29    | 0.01%             | 2034-09-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-RISE                                                                                                           | CUSIP: 12434EAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84533 | PA      | $84532.83     | 0.00%             | 2036-11-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-RISE                                                                                                           | CUSIP: 12434EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116021 | PA      | $116021.32    | 0.01%             | 2036-11-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-CIP                                                                                        | CUSIP: 12434FAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131947 | PA      | $131784.90    | 0.01%             | 2038-12-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2023-XL3                                                                                        | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136042 | PA      | $135956.67    | 0.01%             | 2040-12-09      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2023-XL3                                                                                        | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107401 | PA      | $107334.23    | 0.00%             | 2040-12-09      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                         | C&S Group Enterprises LLC                                                                                                    | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92556.90     | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $220524.02    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $122550.20    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $206433.58    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $136043.89    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                                             | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    496212 | PA      | $495591.84    | 0.02%             | 2031-03-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Centragas                                                        | CENT 2025-CITY                                                                                                               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046000 | PA      | $1056773.90   | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Centragas                                                        | CENT 2025-CITY                                                                                                               | CUSIP: 12517TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10300000 | PA      | $70375.78     | 0.00%             | 2040-07-10      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                               | CFC Bidco 2022 Ltd Term Loan B                                                                                               | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $174825.00    | 0.01%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                         | Viridien                                                                                                                     | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $115992.98    | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                      | CHG Healthcare Services Inc 2025 Term Loan B1                                                                                | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    248125 | PA      | $249167.13    | 0.01%             | 2028-09-29      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    655000 | PA      | $583529.94    | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220337.79    | 0.01%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    557000 | PA      | $523130.33    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115536.15    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-V Ltd                                                                                                      | CUSIP: 12554XAY8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1242000 | PA      | $1245662.66   | 0.06%             | 2038-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-III Ltd                                                                                                    | CUSIP: 12564DAJ3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2221000 | PA      | $2220948.92   | 0.10%             | 2038-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R3                                                                                                            | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508839 | PA      | $1408535.00   | 0.07%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                              | Charlotte Buyer Inc 2025 Repriced Term Loan B                                                                                | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266820 | PA      | $261691.67    | 0.01%             | 2028-02-11      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                          | CIP Commercial Mortgage Trust 2025-SBAY                                                                                      | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100155.63    | 0.00%             | 2037-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                            | CMG Media Corp                                                                                                               | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38657.70     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-180W Mortgage Trust                                                                                                | CUSIP: 12597SAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102088.83    | 0.00%             | 2042-08-10      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-180W Mortgage Trust                                                                                                | CUSIP: 12597SAJ1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97601.74     | 0.00%             | 2042-08-10      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-RPL7 Trust                                                                                                         | CUSIP: 12598JAC5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1829557 | PA      | $1834643.91   | 0.08%             | 2061-07-27      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                 | CPI HOLDCO B LLC 2025 FUNGIBLE Add-On TERM LOAN                                                                              | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204295 | PA      | $204664.48    | 0.01%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2015-DC1 Mortgage Trust                                                                                                 | CUSIP: 12629NAJ4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $231190.18    | 0.01%             | 2048-02-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2015-DC1 Mortgage Trust                                                                                                 | CUSIP: 12629NAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $224773.73    | 0.01%             | 2048-02-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49056.27     | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $75010.13     | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $302779.15    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $213500.00    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                              | CSN Inova Ventures                                                                                                           | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $189823.28    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                         | CTR Partnership LP / CareTrust Capital Corp                                                                                  | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    105000 | PA      | $103376.24    | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corp                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219218.98    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                            | CNX Midstream Partners LP                                                                                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159958.79    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                              | CNT Holdings I Corp 2025 Term Loan                                                                                           | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    497500 | PA      | $498460.18    | 0.02%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                     | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $225008.49    | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                         | CT Trust                                                                                                                     | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $192355.00    | 0.01%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                                                               | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118202.45    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5444461.03   | 0.25%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    191000 | PA      | $199474.67    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304223.94    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                           | C&W Senior Finance Ltd                                                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    545000 | PA      | $561533.12    | 0.03%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                    | Telecomunicaciones Digitales SA                                                                                              | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $237945.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                            | Cablevision Lightpath LLC                                                                                                    | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58560.38     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                            | Cablevision Lightpath LLC                                                                                                    | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39094.02     | 0.00%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                             | COPT Defense Properties LP                                                                                                   | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    178000 | PA      | $177135.65    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                           | CACI International Inc                                                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206935.74    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                        | Caesars Entertainment Inc Term Loan B                                                                                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1242378 | PA      | $1231196.64   | 0.06%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    485000 | PA      | $540908.54    | 0.02%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                         | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    365000 | PA      | $365601.89    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    284000 | PA      | $297058.53    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14775.72     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | Calpine Corp                                                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65072.87     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | Calpine Corp                                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99625.62     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.                       | Calpine Construction Finance Company LP 2025 Repriced Term Loan B                                                            | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    170000 | PA      | $170079.90    | 0.01%             | 2030-07-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                                                                | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140107.10    | 0.01%             | 2027-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                                                                | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252655.00    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                         | Camelot Return Merger Sub Inc                                                                                                | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $73615.05     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                               | Canacol Energy Ltd                                                                                                           | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    732000 | PA      | $209029.92    | 0.01%             | 2028-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                      | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $117670.94    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                      | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2370000 | PA      | $1577611.38   | 0.07%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $27190.85     | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                          | Canadian Natural Resources Ltd                                                                                               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4730000 | PA      | $4457599.35   | 0.21%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023550.20   | 0.09%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5247253.05   | 0.24%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                             | Capstone Copper Corp                                                                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $114174.08    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cardenas Markets Inc                                             | Cardenas Markets Inc 2022 Term Loan                                                                                          | CUSIP: 14141NAB6<br>LEI: 254900WQ0CLAIQ6DHO57 | Long             | LON              | CORP              | US        |    496154 | PA      | $381562.16    | 0.02%             | 2029-08-01      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle US CLO 2025-6 LTD                                                                                                    | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1354000 | PA      | $1354538.89   | 0.06%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    125000 | PA      | $129073.74    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    230000 | PA      | $236534.76    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    215000 | PA      | $222074.36    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $112890.91    | 0.01%             | 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        |    160000 | PA      | $162516.00    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | Carvana Co                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    524300 | PA      | $591635.26    | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                        | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                         | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    496123 | PA      | $289983.97    | 0.01%             | 2028-12-29      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                | Cedar Funding XV CLO Ltd                                                                                                     | CUSIP: 15032QAA0<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4500000.00   | 0.21%             | 2035-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114468.67    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110636.05    | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100359.53    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    351000 | PA      | $352755.00    | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2316780.44   | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184295.48    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182874.67    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                             | Celsius Holdings Inc 2025 Term Loan B                                                                                        | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193958 | PA      | $195025.10    | 0.01%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                  | Cemex SAB de CV                                                                                                              | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $348935.09    | 0.02%             | 2026-06-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                  | Cemex SAB de CV                                                                                                              | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208580.00    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6560000 | PA      | $6362830.67   | 0.29%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | Cenovus Energy Inc                                                                                                           | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    366000 | PA      | $364860.35    | 0.02%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | Cenovus Energy Inc                                                                                                           | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    282000 | PA      | $281630.03    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                           | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                    | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    150000 | PA      | $148640.24    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | 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        |    149622 | PA      | $126367.89    | 0.01%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                         | Century Aluminum Co                                                                                                          | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133939.78    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                              | Century Communities Inc                                                                                                      | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136511.84    | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                         | Champion Iron Canada Inc                                                                                                     | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $53082.50     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                          | Champions Financing Inc                                                                                                      | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177039.90    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                            | Chamberlain Group Inc 2025 Term Loan B                                                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    109450 | PA      | $109609.80    | 0.01%             | 2032-09-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4272710.35   | 0.20%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2115374.13   | 0.10%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6270000 | PA      | $3736357.08   | 0.17%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC 2023 Term Loan B4                                                                       | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    744304 | PA      | $743373.43    | 0.03%             | 2030-12-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                             | Charter NEX US Inc 2024 Term Loan B1                                                                                         | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    496084 | PA      | $496787.99    | 0.02%             | 2030-11-29      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                           | Chemours Company (The) 2025 Term Loan B                                                                                      | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    350000 | PA      | $345187.50    | 0.02%             | 2032-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272302.87    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                              | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40690.30     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                              | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183941.41    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                            | Chile Electricity Lux MPC Sarl                                                                                               | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    179000 | PA      | $187844.57    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $274770.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    150000 | PA      | $92775.00     | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $158390.00    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $192860.00    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                     | Chobani LLC 2025 Term Loan B                                                                                                 | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    235000 | PA      | $235940.00    | 0.01%             | 2032-10-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                | Ciena Corporation 2025 Repriced Term Loan B                                                                                  | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    248744 | PA      | $249211.68    | 0.01%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                                            | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                   | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    464600 | PA      | $126603.50    | 0.01%             | 2030-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2025-VI Ltd                                                                                                     | CUSIP: 171933AA2<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $820855.26    | 0.04%             | 2038-10-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                               | Cipher Compute LLC                                                                                                           | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147680.02    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                            | Citadel Securities LP 2024 First Lien Term Loan                                                                              | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    744361 | PA      | $747993.38    | 0.03%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $127155.02    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                | CUSIP: 17291NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $296448.06    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $6589733.43   | 0.30%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4119997.07   | 0.19%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182928.92    | 0.01%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                             | CITGO Petroleum Corp                                                                                                         | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51991.20     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | 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        |    496222 | PA      | $495134.95    | 0.02%             | 2030-07-22      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $104381.00    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | 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        |    170000 | PA      | $176288.73    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | Clean Harbors Inc                                                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102912.40    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183695.99    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221170.53    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172778.69    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174288.04    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233471.85    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158875.07    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83202.62     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88826.78     | 0.00%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    455000 | PA      | $473887.23    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203782.84    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122001.48    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215250.00    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                              | Clydesdale Acquisition Holdings Inc Term Loan B                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500255.00   | 0.07%             | 2029-04-13      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                                                                         | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150100.80    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                                                                         | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274898.66    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    242000 | PA      | $176055.00    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $146900.00    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $314125.00    | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    780000 | PA      | $831090.00    | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $220200.00    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                         | Colombia Telecomunicaciones SA ESP                                                                                           | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    220000 | PA      | $199403.60    | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2015-LC19 Mortgage Trust                                                                                                | CUSIP: 200474BH6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     69272 | PA      | $66009.37     | 0.00%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94955.31     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67968.89     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    144000 | PA      | $147244.62    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194779.62    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                           | Commonwealth Bank of Australia                                                                                               | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    365000 | PA      | $332386.47    | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                         | Cia de Minas Buenaventura SAA                                                                                                | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $208026.00    | 0.01%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                                                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165366.47    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204257.59    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $378836.82    | 0.02%             | 2041-08-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                               | Congruex Group LLC Term Loan                                                                                                 | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |     35900 | PA      | $29117.90     | 0.00%             | 2029-05-03      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                           | Connect Holding II LLC Delayed Draw Term Loan                                                                                | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    365000 | PA      | $316980.60    | 0.01%             | 2031-04-03      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                           | Connect Holding II LLC                                                                                                       | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42635.25     | 0.00%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                              | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173000 | PA      | $177022.11    | 0.01%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                          | Consolidated Energy Finance SA                                                                                               | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    440000 | PA      | $425166.10    | 0.02%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                          | Consolidated Energy Finance SA                                                                                               | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $32500.00     | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                          | Consolidated Energy Finance SA                                                                                               | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $388850.00    | 0.02%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                             | Constant Contact Inc Term Loan                                                                                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    746729 | PA      | $710057.25    | 0.03%             | 2028-02-10      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                        | Construction Partners Inc Term Loan B                                                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    248120 | PA      | $249671.04    | 0.01%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                                                              | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $128888.75    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC                                                     | CoorsTek Inc Term Loan B                                                                                                     | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    115000 | PA      | $115791.20    | 0.01%             | 2032-10-28      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                    | CoreCivic Inc                                                                                                                | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278366.90    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                    | CoreCivic Inc                                                                                                                | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68332.68     | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | Corebridge Financial Inc                                                                                                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4432525.88   | 0.20%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218496.56    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    415000 | PA      | $380355.80    | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                             | Cornerstone Building Brands Inc                                                                                              | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $47585.82     | 0.00%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                             | Cornerstone Building Brands Inc                                                                                              | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55500.00     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                  | Cornerstone Building Brands Inc 2022 Term Loan                                                                               | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     94756 | PA      | $74383.78     | 0.00%             | 2028-08-01      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $47472.29     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209122.49    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204705.00    | 0.01%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                                         | Corp Inmobiliaria Vesta SAB de CV                                                                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202548.00    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28200000 | PA      | $23348606.51  | 1.08%             | 2055-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6036953.16   | 0.28%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4100000 | PA      | $3683433.60   | 0.17%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9350000 | PA      | $9316943.54   | 0.43%             | 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        |    375000 | PA      | $378636.15    | 0.02%             | 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        |  18225000 | PA      | $18387478.43  | 0.85%             | 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        |  12400000 | PA      | $12627171.84  | 0.58%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1125000 | PA      | $1161606.45   | 0.05%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                             | COPT Defense Properties LP                                                                                                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   4950000 | PA      | $4515080.38   | 0.21%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                      | Corporation Service Company Term Loan B                                                                                      | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |    448011 | PA      | $447639.51    | 0.02%             | 2029-11-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                            | Costa Rica Government International Bond                                                                                     | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $224500.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                             | Cotiviti Corporation 2024 Term Loan                                                                                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    744347 | PA      | $713955.06    | 0.03%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | Reworld Holding Corp                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72088.47     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6590000 | PA      | $6527189.59   | 0.30%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83117.00     | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                                                                         | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117299.54    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                                                                         | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60973.62     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H4 Mortgage Trust                                                                                                 | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797717 | PA      | $805913.75    | 0.04%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                               | Crown Americas LLC                                                                                                           | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163647.84    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                             | Crown Finance US Inc 2025 Term Loan B                                                                                        | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    992506 | PA      | $977122.42    | 0.05%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                         | Crown Subsea Communications HoldingInc 2025 Term Loan B                                                                      | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    124685 | PA      | $125495.59    | 0.01%             | 2031-01-30      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4612500 | PA      | $4581789.98   | 0.21%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3750720 | PA      | $3339341.41   | 0.15%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1015000 | PA      | $1017077.40   | 0.05%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $820856.65    | 0.04%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                          | DBJPM 20-C9 Mortgage Trust                                                                                                   | CUSIP: 233063BC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85899.10     | 0.00%             | 2053-08-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                 | DP World Ltd/United Arab Emirates                                                                                            | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    100000 | PA      | $98011.61     | 0.00%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                      | DG Investment Intermediate Holdings 2 Inc 2025 Term Loan                                                                     | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498705 | PA      | $498704.66    | 0.02%             | 2032-07-09      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                      | DG Investment Intermediate Holdings 2 Inc 2025 2nd Lien Term Loan                                                            | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45000.00     | 0.00%             | 2033-07-31      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                      | Danaos Corp                                                                                                                  | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    115000 | PA      | $118813.63    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                                              | Dave & Buster's Inc 2024 Term Loan B                                                                                         | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    500000 | PA      | $458905.00    | 0.02%             | 2029-06-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364646.25    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218602.86    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165902.87    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                       | DaVita Inc 2025 Term Loan B                                                                                                  | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    496250 | PA      | $497976.95    | 0.02%             | 2031-05-09      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                     | DAYFORCE INC 2025 TERM LOAN                                                                                                  | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    645000 | PA      | $642697.35    | 0.03%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                            | DBR Land Holdings LLC                                                                                                        | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122745.60    | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                   | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $286635.63    | 0.01%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157224.61    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66329.19     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                     | Dell Equipment Finance Trust 2023-3                                                                                          | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144828 | PA      | $1150864.00   | 0.05%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    889000 | PA      | $888036.30    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1757488.02   | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1171458.65   | 0.05%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2162763.74   | 0.10%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                                 | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3558000 | PA      | $3725010.85   | 0.17%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2599000 | PA      | $2771293.09   | 0.13%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                         | Dext ABS 2025-2 LLC                                                                                                          | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205086.31    | 0.01%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                                                                 | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37271.55     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $350679.02    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                                                                | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91858.25     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $142000.64    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48487.37     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                                  | Discovery Purchaser Corporation Term Loan                                                                                    | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    496259 | PA      | $476056.64    | 0.02%             | 2029-10-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $252262.50    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $90500.00     | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $321900.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $157867.50    | 0.01%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $160440.00    | 0.01%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                  | Domino's Pizza Master Issuer LLC                                                                                             | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4673040.80   | 0.22%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                  | Domino's Pizza Master Issuer LLC                                                                                             | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14587500 | PA      | $13865768.85  | 0.64%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                  | Domino's Pizza Master Issuer LLC                                                                                             | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889838 | PA      | $815336.48    | 0.04%             | 2051-04-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                             | Dotdash Meredith Inc                                                                                                         | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81077.65     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                             | Dotdash Meredith Inc 2025 Term Loan B                                                                                        | CUSIP: 25849KAH0<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    175000 | PA      | $158844.00    | 0.01%             | 2032-06-17      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD CAD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-11687.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD AUD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-4364.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $7506.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-75153.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-194710.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | PURCHASED USD / SOLD CAD                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-654.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-47.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                            | DP World Crescent Ltd                                                                                                        | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193962.78    | 0.01%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                          | Dream Finders Homes Inc                                                                                                      | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135761.40    | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 108 CLO Ltd                                                                                                           | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500771.50    | 0.02%             | 2037-07-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                       | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                                        | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    359499 | PA      | $360685.08    | 0.02%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                       | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                                        | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    136742 | PA      | $137193.10    | 0.01%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                            | ECL Entertainment LLC 2025 Term Loan B                                                                                       | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     99750 | PA      | $99375.94     | 0.00%             | 2030-08-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EMG Utica LLC                                                    | EMG Utica LLC 2025 Term Loan B                                                                                               | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |     54723 | PA      | $55270.33     | 0.00%             | 2030-04-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     34738 | PA      | $34805.46     | 0.00%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP 2024 Term Loan B                                                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    229888 | PA      | $230225.43    | 0.01%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                 | EP Purchaser LLC 2021 Term Loan B                                                                                            | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     19794 | PA      | $14004.31     | 0.00%             | 2028-11-06      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                         | Eagle Funding Luxco Sarl                                                                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    210000 | PA      | $213903.90    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                                                | Eagle Parent Corp 2022 Term Loan B                                                                                           | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    744201 | PA      | $744863.36    | 0.03%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                              | Eaton Vance CLO 2020-2 Ltd                                                                                                   | CUSIP: 27829PAU0<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2753885.75   | 0.13%             | 2037-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                              | Eaton Vance CLO 2020-1 Ltd                                                                                                   | CUSIP: 278300AS7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |    411000 | PA      | $412070.66    | 0.02%             | 2037-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    733198 | PA      | $751138.32    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                                                                | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    362568 | PA      | $1210977.12   | 0.06%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                                                                 | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    350000 | PA      | $373779.79    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     50000 | PA      | $51439.04     | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                         | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124862.53    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                         | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125970.25    | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                         | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104529.85    | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                            | EG Global Finance PLC                                                                                                        | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $499965.72    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                          | EIG Pearl Holdings Sarl                                                                                                      | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    245863 | PA      | $227687.16    | 0.01%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Echo Global Logistics Inc                                        | Echo Global Logistics Inc Term Loan                                                                                          | CUSIP: 28257KAB2<br>LEI: 549300WRZ9Y84GWVYR04 | Long             | LON              | CORP              | US        |    288501 | PA      | $283634.27    | 0.01%             | 2028-11-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                          | El Salvador Government International Bond                                                                                    | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $217400.00    | 0.01%             | 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        |    200000 | PA      | $228500.00    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                | Elanco Animal Health Inc 2025 Term Loan B                                                                                    | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     75000 | PA      | $75078.00     | 0.00%             | 2032-10-31      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                                                              | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    496250 | PA      | $498731.25    | 0.02%             | 2029-10-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                    | ELP Commercial Mortgage Trust 2025-ELP                                                                                       | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814000 | PA      | $811041.52    | 0.04%             | 2042-11-13      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                    | ELP Commercial Mortgage Trust 2025-ELP                                                                                       | CUSIP: 290154AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100066.72    | 0.00%             | 2042-11-13      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                    | ELP Commercial Mortgage Trust 2025-ELP                                                                                       | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115081.26    | 0.01%             | 2042-11-13      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                            | Emergent BioSolutions Inc                                                                                                    | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    238000 | PA      | $213374.09    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | 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        |    375000 | PA      | $390567.03    | 0.02%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                                                                      | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    500000 | PA      | $356924.39    | 0.02%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                                                                      | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $203897.73    | 0.01%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                         | Empresa Nacional del Petroleo                                                                                                | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209269.21    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                         | Encore Capital Group Inc                                                                                                     | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182740.82    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                             | Endeavour Mining PLC                                                                                                         | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206544.74    | 0.01%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194011.27    | 0.01%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81916.24     | 0.00%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4448335.67   | 0.21%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13953.68     | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14053.45     | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                              | Energuate Trust 2 0                                                                                                          | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199922.96    | 0.01%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                             | Enel Finance International NV                                                                                                | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $222814.97    | 0.01%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                          | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                              | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    560000 | PA      | $520983.09    | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                       | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                              | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    496231 | PA      | $491889.14    | 0.02%             | 2031-04-23      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                        | Enpro Inc                                                                                                                    | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139305.96    | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                 | Ensemble RCM LLC 2024 Term Loan B                                                                                            | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     99242 | PA      | $99672.13     | 0.00%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                                                                 | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335730.97    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                                                                 | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    535000 | PA      | $545705.60    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                         | Equitable Financial Life Global Funding                                                                                      | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4314064.86   | 0.20%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                  | ERO Copper Corp                                                                                                              | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $289334.00    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                   | Eskom Holdings                                                                                                               | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    250000 | PA      | $258910.01    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | Exelon Corp                                                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1159286.29   | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust 2025-2                                                                            | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140921.47    | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3013000 | PA      | $3014882.52   | 0.14%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $445694.24    | 0.02%             | 2042-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215336.11    | 0.01%             | 2042-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100624.05    | 0.00%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100873.73    | 0.00%             | 2042-10-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                         | Tierra Mojada Luxembourg II Sarl                                                                                             | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    168684 | PA      | $165607.01    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236243.81    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                                                                    | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    135000 | PA      | $139397.71    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2212616 | PA      | $1998628.57   | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986892 | PA      | $951003.45    | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7247224 | PA      | $6726707.70   | 0.31%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735337 | PA      | $667520.79    | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18387 | PA      | $15142.96     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1706355 | PA      | $1407780.29   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7914444 | PA      | $7162859.71   | 0.33%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3076696 | PA      | $2866132.24   | 0.13%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296085 | PA      | $1175452.96   | 0.05%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DNMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009302 | PA      | $993690.05    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3982221 | PA      | $4076863.18   | 0.19%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DPK49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6726340 | PA      | $6446067.21   | 0.30%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DQ2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2673371 | PA      | $2188981.98   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DQPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4244214 | PA      | $4252360.93   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DSRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221891 | PA      | $236174.85    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199041 | PA      | $212970.67    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTJQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115988 | PA      | $123454.75    | 0.01%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTQC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3400216 | PA      | $3499631.31   | 0.16%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261874 | PA      | $279237.52    | 0.01%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTZ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88765 | PA      | $95036.40     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DUXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118973 | PA      | $126631.62    | 0.01%             | 2054-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213925 | PA      | $228472.39    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVAU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198649 | PA      | $211646.66    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3760362 | PA      | $3248685.37   | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68916 | PA      | $56872.96     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17272 | PA      | $14273.51     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    589156 | PA      | $531047.49    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6149476 | PA      | $5506013.80   | 0.25%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6055487 | PA      | $4942470.41   | 0.23%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132E06X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101996 | PA      | $109007.57    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2232634 | PA      | $2034443.67   | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2085517 | PA      | $1971403.47   | 0.09%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1928257 | PA      | $2018398.00   | 0.09%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133B0SH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7641078 | PA      | $6595875.62   | 0.30%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133CGS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89261 | PA      | $95516.21     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133CLMR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27516 | PA      | $29264.52     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KLJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6621496 | PA      | $5715359.71   | 0.26%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293010 | PA      | $251853.51    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4237586 | PA      | $4271371.93   | 0.20%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1614980 | PA      | $1687323.87   | 0.08%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2393629 | PA      | $2186390.23   | 0.10%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5098636 | PA      | $4451007.39   | 0.21%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1925031 | PA      | $1798559.24   | 0.08%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3134252 | PA      | $2928342.70   | 0.14%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                          | Fannie Mae Grantor Trust 1999-T2                                                                                             | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89 | PA      | $92.07        | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BMAZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252484 | PA      | $237565.64    | 0.01%             | 2049-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BMGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447257 | PA      | $428909.08    | 0.02%             | 2046-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BNS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460171 | PA      | $1453275.35   | 0.07%             | 2052-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BNY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2166678 | PA      | $2156444.91   | 0.10%             | 2052-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BPBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2127485 | PA      | $2117427.58   | 0.10%             | 2052-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BPDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1644069 | PA      | $1635891.12   | 0.08%             | 2052-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505236 | PA      | $1522753.59   | 0.07%             | 2053-11-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2080472 | PA      | $2106233.20   | 0.10%             | 2053-11-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQVT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1644217 | PA      | $1663300.37   | 0.08%             | 2053-11-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1272971 | PA      | $1280235.40   | 0.06%             | 2053-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F85N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246606 | PA      | $191240.52    | 0.01%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FU4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860253 | PA      | $815120.84    | 0.04%             | 2045-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1016065 | PA      | $856864.15    | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $179424.50    | 0.01%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H6UX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363345 | PA      | $338601.83    | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H6V28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363345 | PA      | $338601.25    | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H8P62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221756 | PA      | $218904.78    | 0.01%             | 2052-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H8VP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487633 | PA      | $484768.80    | 0.02%             | 2052-09-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HAT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4410957 | PA      | $4468455.72   | 0.21%             | 2053-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HCTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698174 | PA      | $698491.41    | 0.03%             | 2029-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HHF97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1630939 | PA      | $1637545.97   | 0.08%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $303110.73    | 0.01%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $302187.33    | 0.01%             | 2030-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $303508.47    | 0.01%             | 2030-05-25      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $608383.38    | 0.03%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $706920.20    | 0.03%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101051.79    | 0.00%             | 2030-09-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNWV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $200572.62    | 0.01%             | 2030-11-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNWW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2199977.34   | 0.10%             | 2030-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HPET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $497661.60    | 0.02%             | 2032-10-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HPEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1304553.38   | 0.06%             | 2030-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3138ERJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5115010 | PA      | $4648068.27   | 0.21%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546648 | PA      | $571505.56    | 0.03%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694821 | PA      | $1523420.21   | 0.07%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                          | Fannie Mae Grantor Trust 2004-T1                                                                                             | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1072 | PA      | $1112.69      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                         | Freddie Mac Structured Pass-Through Certificates                                                                             | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1193 | PA      | $1256.59      | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A3RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16403 | PA      | $17457.83     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A4QP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15402 | PA      | $16419.71     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A5SJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26813 | PA      | $28208.73     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A6MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51395 | PA      | $54747.27     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A6MK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51153 | PA      | $54485.23     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A77D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11552 | PA      | $12306.68     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A8Z62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19990 | PA      | $21017.42     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140ACAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9231 | PA      | $9832.12      | 0.00%             | 2054-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140AKT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21831 | PA      | $23285.51     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140APGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14111 | PA      | $15040.95     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528634 | PA      | $552684.67    | 0.03%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1472501 | PA      | $1542220.10   | 0.07%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8210441 | PA      | $7402849.32   | 0.34%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435927 | PA      | $358968.85    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1889529 | PA      | $1558541.47   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140NPMP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22050 | PA      | $23519.75     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683310 | PA      | $1587214.64   | 0.07%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Q9T29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161382 | PA      | $155879.33    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764855 | PA      | $740088.53    | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8114827 | PA      | $7017458.36   | 0.32%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QFSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6933063 | PA      | $5903920.11   | 0.27%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3210258 | PA      | $2751981.89   | 0.13%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373638 | PA      | $304148.22    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2125453 | PA      | $1747928.15   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QLWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2619628 | PA      | $2268610.72   | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30439 | PA      | $25100.18     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18872 | PA      | $15559.65     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2175318 | PA      | $1791597.20   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32041 | PA      | $26386.07     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22437 | PA      | $18498.98     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3718042 | PA      | $3791256.38   | 0.18%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2838467 | PA      | $2913888.27   | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2838642 | PA      | $2903921.70   | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QTDT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63806 | PA      | $68143.14     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QTVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772780 | PA      | $824780.73    | 0.04%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QVFN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54658 | PA      | $58507.49     | 0.00%             | 2054-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QVFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36530 | PA      | $39068.92     | 0.00%             | 2054-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140W2JJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    970779 | PA      | $840703.99    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140W2KJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199509 | PA      | $202102.32    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140W2MT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    908981 | PA      | $747817.55    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140W3LZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819676 | PA      | $668675.38    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    993190 | PA      | $901070.32    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    906573 | PA      | $896310.69    | 0.04%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531620 | PA      | $546667.74    | 0.03%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X8DY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2841832 | PA      | $2697503.42   | 0.12%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X9XJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1743092 | PA      | $1822293.60   | 0.08%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XATH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5240101 | PA      | $4961725.07   | 0.23%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16345 | PA      | $13506.74     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5866786 | PA      | $5268024.37   | 0.24%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XB7L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028904 | PA      | $986855.79    | 0.05%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XCB56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199708 | PA      | $1038962.83   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XCWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014457 | PA      | $919180.69    | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21287 | PA      | $17556.80     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XDXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2086549 | PA      | $1802598.39   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6587547 | PA      | $5657931.43   | 0.26%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XGP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144217 | PA      | $2011364.12   | 0.09%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5307594 | PA      | $5101999.49   | 0.24%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481110 | PA      | $430225.45    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XKZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1098199 | PA      | $1034641.80   | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5039568 | PA      | $5327230.08   | 0.25%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2461582 | PA      | $2569971.05   | 0.12%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XLYF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3871224 | PA      | $4018749.95   | 0.19%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XMLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2849351 | PA      | $2861703.71   | 0.13%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5375389 | PA      | $4816200.96   | 0.22%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177161 | PA      | $188565.32    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNVQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107940 | PA      | $115024.02    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97653 | PA      | $104204.38    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435362 | PA      | $463952.38    | 0.02%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215173 | PA      | $229869.04    | 0.01%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQD87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2373472 | PA      | $2510781.84   | 0.12%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQEV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229576 | PA      | $244755.79    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2084064 | PA      | $2191689.23   | 0.10%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907474 | PA      | $1637539.26   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y66E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607146 | PA      | $632683.40    | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5431015 | PA      | $5669548.77   | 0.26%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6UB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061389 | PA      | $1110966.09   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6YQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1978875 | PA      | $2071313.75   | 0.10%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6ZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684914 | PA      | $727012.54    | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140YW3H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14756 | PA      | $15706.31     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572498 | PA      | $517600.17    | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315900 | PA      | $299283.93    | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582947 | PA      | $529186.64    | 0.02%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3661545 | PA      | $3196455.71   | 0.15%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4228814 | PA      | $3685652.49   | 0.17%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1760687 | PA      | $1593658.83   | 0.07%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418EGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751538 | PA      | $739333.32    | 0.03%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31427NAS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1199705 | PA      | $1038960.13   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GU3E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1892460 | PA      | $2006493.06   | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1077144 | PA      | $1126514.16   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GVER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    788418 | PA      | $823047.20    | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GVFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314407 | PA      | $308267.58    | 0.01%             | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142JCAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899968 | PA      | $911668.21    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC 2022 Term Loan B                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1736469 | PA      | $1735583.47   | 0.08%             | 2029-01-27      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                           | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $380309.96    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                         | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM                                               | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |    135000 | PA      | $136055.57    | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                             | Fiesta Purchaser Inc 2025 Repriced Term Loan                                                                                 | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    456350 | PA      | $455729.61    | 0.02%             | 2031-02-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                     | Filtration Group Corporation 2025 USD Term Loan                                                                              | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    238800 | PA      | $239893.44    | 0.01%             | 2028-10-21      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $192230.46    | 0.01%             | 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        |    365000 | PA      | $383726.25    | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                | Flash Compute LLC                                                                                                            | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $242736.90    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 32 Ltd                                                                                                          | CUSIP: 33882RAA2<br>LEI: 254900C27X485MIHBY47 | Long             | ABS-CBDO         | CORP              | KY        |   1242000 | PA      | $1246004.21   | 0.06%             | 2038-10-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 20 Ltd                                                                                                          | CUSIP: 33883MAU8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1868000 | PA      | $1866897.88   | 0.09%             | 2038-11-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 31 Ltd                                                                                                          | CUSIP: 33883WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1186000 | PA      | $1186000.00   | 0.05%             | 2039-01-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                        | Corpay Technologies Operating Company LLC 2025 Term Loan B                                                                   | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    160000 | PA      | $160033.60    | 0.01%             | 2032-11-05      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                        | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                         | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    496208 | PA      | $497835.79    | 0.02%             | 2032-01-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    229334 | PA      | $229660.04    | 0.01%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $131640.49    | 0.01%             | 2039-12-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $991778.48    | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2441733.04   | 0.11%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    850000 | PA      | $891751.86    | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134032.38    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                               | Forestar Group Inc                                                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168274.43    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116974.44    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105125.30    | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                    | Fresnillo PLC                                                                                                                | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $199333.08    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                                                | Future Retail Ltd                                                                                                            | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |    905000 | PA      | $9.05         | 0.00%             | 2025-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                                                            | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173547.49    | 0.01%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                                                            | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $180622.71    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98334.20     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $354754.62    | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $165949.76    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $167440.35    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                                         | GGAM Master Trust International Ltd                                                                                          | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865000 | PA      | $2880364.71   | 0.13%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353727 | PA      | $322111.81    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4788463 | PA      | $4463974.13   | 0.21%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3399998 | PA      | $2934291.11   | 0.14%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2391377 | PA      | $2151519.08   | 0.10%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366510 | PA      | $329748.55    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97918 | PA      | $88096.91     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123978 | PA      | $111543.00    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3551307 | PA      | $3064906.27   | 0.14%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146603 | PA      | $131898.70    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $107879.08    | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2316252 | PA      | $1918881.07   | 0.09%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1513656 | PA      | $1387206.65   | 0.06%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465108 | PA      | $427558.63    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    496000 | PA      | $562962.86    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618N5KR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78891 | PA      | $71058.77     | 0.00%             | 2055-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 3622ADQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500507 | PA      | $500858.61    | 0.02%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2019-GC38                                                                                       | CUSIP: 36252SBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150888 | PA      | $145861.53    | 0.01%             | 2052-02-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                            | GFL Environmental Inc 2025 Term Loan B                                                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    498750 | PA      | $500246.25    | 0.02%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2019-GC42                                                                                       | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $134686.30    | 0.01%             | 2052-09-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2020-GC45                                                                                       | CUSIP: 36258YAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $80918.53     | 0.00%             | 2039-12-13      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                      | GPD Cos Inc                                                                                                                  | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132050 | PA      | $67332.33     | 0.00%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2019-GSA1                                                                                       | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $114366.39    | 0.01%             | 2052-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                    | Clue Opco LLC                                                                                                                | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84598.40     | 0.00%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | Boost Newco Borrower LLC                                                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265712.50    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2024-RPL2                                                                                | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1915523 | PA      | $1877201.88   | 0.09%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                        | GTCR Everest Borrower LLC Add on Term Loan B                                                                                 | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550978 | PA      | $552812.89    | 0.03%             | 2031-09-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-SHIP                                                                                  | CUSIP: 36270GAJ0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251033.40    | 0.01%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                              | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130149.99    | 0.01%             | 2040-07-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2025-800D                                                                                  | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120155.52    | 0.01%             | 2041-11-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                                                             | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $264388.94    | 0.01%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                                                             | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     69919 | PA      | $63282.36     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                            | Genesee & Wyoming Inc                                                                                                        | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257813.27    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                                      | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                                   | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    496231 | PA      | $496107.10    | 0.02%             | 2031-04-10      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                                                              | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $228382.44    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                            | GENMAB A/S/GENMAB FINANCE LLC                                                                                                | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    120000 | PA      | $122981.58    | 0.01%             | 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        |    115000 | PA      | $120797.37    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                              | GENM Capital Labuan Ltd                                                                                                      | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $181209.67    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                      | Geopark Ltd                                                                                                                  | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $233205.02    | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                              | Georgia Government International Bond                                                                                        | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |    200000 | PA      | $197799.80    | 0.01%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                 | Georgia Power Co                                                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4282150.87   | 0.20%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                             | Wrangler Holdco Corp                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $199162.37    | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                                                                          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     61952 | PA      | $60754.42     | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                                                                          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     89088 | PA      | $81391.38     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                            | Gildan Activewear Inc                                                                                                        | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $152249.20    | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116520.88    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |     50000 | PA      | $50912.15     | 0.00%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                      | Global Medical Response Inc 2025 Term Loan B                                                                                 | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    120000 | PA      | $120680.40    | 0.01%             | 2032-10-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                          | Global Medical Response Inc                                                                                                  | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62362.43     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                          | Global Aircraft Leasing Co Ltd                                                                                               | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    315000 | PA      | $326670.44    | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                 | Gloves Buyer Inc 2025 Term Loan                                                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    500000 | PA      | $496785.00    | 0.02%             | 2032-05-21      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165449.63    | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $158215.46    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                   | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    248116 | PA      | $248408.36    | 0.01%             | 2029-11-09      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                    | Golar LNG Ltd                                                                                                                | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    143000 | PA      | $137709.00    | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                    | Golar LNG Ltd                                                                                                                | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $120780.44    | 0.01%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                            | Golden State Food LLC Term Loan B                                                                                            | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114421 | PA      | $114980.18    | 0.01%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8295000 | PA      | $8796733.94   | 0.41%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4189334.86   | 0.19%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3418201.32   | 0.16%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                         | Graham Packaging Co Inc                                                                                                      | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80068.24     | 0.00%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                           | Gran Tierra Energy Inc                                                                                                       | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    210000 | PA      | $147718.20    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                                                                          | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94528.73     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                                                                          | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71307.04     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                           | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                                  | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     34912 | PA      | $34803.13     | 0.00%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                         | Greensaif Pipelines Bidco Sarl                                                                                               | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $212225.82    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                         | Greensaif Pipelines Bidco Sarl                                                                                               | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $218063.09    | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                                                                | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300345 | PA      | $301454.46    | 0.01%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                             | GrubHub Holdings Inc                                                                                                         | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39005 | PA      | $31750.32     | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                                  | Gruma SAB de CV                                                                                                              | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $100324.50    | 0.00%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                 | Guara Norte Sarl                                                                                                             | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    110498 | PA      | $107847.90    | 0.00%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                                                                    | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     50000 | PA      | $48900.00     | 0.00%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                                                                    | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    100000 | PA      | $100950.00    | 0.00%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                                                                    | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $209000.00    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                                       | HAVN Trust 2025-MOB                                                                                                          | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $269999.70    | 0.01%             | 2035-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2685807.45   | 0.12%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                            | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $456762.76    | 0.02%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                    | HTA Group Ltd/Mauritius                                                                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    190000 | PA      | $196338.40    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                            | PHRG Intermediate LLC 2025 Term Loan B                                                                                       | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290000 | PA      | $287825.00    | 0.01%             | 2032-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Help At Home Inc                                                 | Help At Home Inc 2024 Term Loan B                                                                                            | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    610488 | PA      | $533511.87    | 0.02%             | 2031-09-24      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                       | Hanger Inc 2024 Term Loan B                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    219822 | PA      | $220364.74    | 0.01%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                       | Hanger Inc 2024 Delayed Draw Term Loan                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     28454 | PA      | $28523.94     | 0.00%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                           | HA Sustainable Infrastructure Capital Inc                                                                                    | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    209000 | PA      | $218417.54    | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LLC                                         | HARBOURVEST PARTNERS LLC 2025 REPRICED TERM LOAN B                                                                           | CUSIP: 41165QAN7<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |    135000 | PA      | $135000.00    | 0.01%             | 2030-04-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162392.32    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                                                                       | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52119.20     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                | Jordan Government International Bond                                                                                         | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     50000 | PA      | $50145.46     | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                 | Hawaiian Electric Co Inc                                                                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101393.40    | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                             | Heartland Dental LLC 2025 Term Loan                                                                                          | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     84625 | PA      | $84913.44     | 0.00%             | 2032-08-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226272.11    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164359.54    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81187.50     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75999.50     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | Herens Holdco Sarl                                                                                                           | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    310000 | PA      | $269166.03    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                             | Herschend Entertainment Company LLC 2025 Term Loan B                                                                         | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     79600 | PA      | $80097.50     | 0.00%             | 2032-05-27      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63575.58     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122252.88    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $245988.82    | 0.01%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                      | Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan                                                                      | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     37500 | PA      | $36304.88     | 0.00%             | 2030-03-15      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                           | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                             | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    497500 | PA      | $497813.43    | 0.02%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264819.50    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153180.76    | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $315615.27    | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103550.80    | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112575.65    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60412.07     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                              | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                                                                         | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    747206 | PA      | $748887.36    | 0.03%             | 2028-08-02      | Floating      | 5.72%                 | 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        |    120000 | PA      | $122998.44    | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust 2016-HHV                                                                                                    | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $343228.06    | 0.02%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                            | Amrize Finance US LLC                                                                                                        | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264443.84   | 0.06%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                              | Horizon US Finco LP Term Loan B                                                                                              | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461678 | PA      | $449558.68    | 0.02%             | 2031-10-31      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38870.45     | 0.00%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95209.29     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                                                                         | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73862.21     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                                                                         | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71913.42     | 0.00%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                            | HPEFS Equipment Trust 2025-2                                                                                                 | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1201921.68   | 0.06%             | 2032-11-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                        | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    848556 | PA      | $852577.81    | 0.04%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100104.47    | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                        | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $172379.51    | 0.01%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                        | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $101411.72    | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                        | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $105992.11    | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                                                              | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    125000 | PA      | $124115.21    | 0.01%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                                                              | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $386250.00    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                                                              | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $172102.16    | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                                                            | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $156056.11    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                                                            | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $128831.63    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                        | IP 2025-IP Mortgage Trust                                                                                                    | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202655.38    | 0.01%             | 2042-06-10      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                         | INT Commercial Mortgage Trust 2025-PLAZA                                                                                     | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    727000 | PA      | $729302.26    | 0.03%             | 2037-11-05      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39972.25     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $374776.98    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $176872.11    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $189866.00    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC 2023 Term Loan                                                                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     84783 | PA      | $78635.87     | 0.00%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC 2024 Term Loan B4                                                                                               | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1240602 | PA      | $1058195.87   | 0.05%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                            | Indonesia Government International Bond                                                                                      | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $255966.80    | 0.01%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                            | Indonesia Government International Bond                                                                                      | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $250200.72    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                            | Indonesia Government International Bond                                                                                      | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $266157.53    | 0.01%             | 2046-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                         | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $86665.98     | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                         | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $100297.00    | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                             | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan                                                                             | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248128 | PA      | $248180.25    | 0.01%             | 2030-10-31      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                                 | Insight Enterprises Inc                                                                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102799.60    | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                          | InRetail Shopping Malls                                                                                                      | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     80000 | PA      | $80424.06     | 0.00%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | Intesa Sanpaolo SpA                                                                                                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1070000 | PA      | $1066829.32   | 0.05%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | Intesa Sanpaolo SpA                                                                                                          | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $220083.52    | 0.01%             | 2033-06-20      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                              | Inversiones CMPC SA                                                                                                          | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $44745.43     | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                              | Inversiones CMPC SA                                                                                                          | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200612.00    | 0.01%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                            | Investment Energy Resources Ltd                                                                                              | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $200910.00    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                          | Inversion Escrow Issuer LLC                                                                                                  | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234092.08    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                          | ION Platform Finance US Inc                                                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180282.89    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                                                                      | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $198025.04    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                                                                      | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60786.68     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                                                                      | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185651.22    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                                                                    | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103739.10    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240331.17    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                  | State of Israel                                                                                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    150000 | PA      | $100596.20    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                  | Israel Government International Bond                                                                                         | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $192401.36    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                | Ivanhoe Mines Ltd                                                                                                            | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $139281.26    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM2                                                                                    | CUSIP: 46590SAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    274318 | PA      | $277031.21    | 0.01%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35929.49     | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                         | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                                            | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    496250 | PA      | $492141.05    | 0.02%             | 2030-04-26      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                                | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169999.83    | 0.01%             | 2038-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                                | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199999.78    | 0.01%             | 2038-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust 2014-C26                                                                          | CUSIP: 46643TAL6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $221025.10    | 0.01%             | 2048-01-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8190000 | PA      | $7629207.60   | 0.35%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1556873.80   | 0.07%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2126252.52   | 0.10%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2254210.93   | 0.10%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $7501768.52   | 0.35%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1865636.45   | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                           | Jamaica Government International Bonds                                                                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     50000 | PA      | $60394.00     | 0.00%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                            | Jane Street Group LLC 2024 Term Loan B1                                                                                      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    566555 | PA      | $563467.04    | 0.03%             | 2031-12-15      | Floating      | 5.82%                 | 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        |    125000 | PA      | $131345.79    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167897.40    | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | 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        |    275000 | PA      | $287044.00    | 0.01%             | 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        |    325000 | PA      | $346507.07    | 0.02%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                  | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $149229.27    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                  | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137769.81    | 0.01%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                         | Jersey Mike's Funding                                                                                                        | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778050 | PA      | $791982.70    | 0.04%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160000 | PA      | $161193.79    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust 2019-COR6                                                                         | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $730379.36    | 0.03%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                               | June Purchaser LLC Term Loan                                                                                                 | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCHKEY SOLUTIONS LLC                                            | Archkey Solutions LLC 2024 Term Loan B                                                                                       | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    160531 | PA      | $162036.59    | 0.01%             | 2031-11-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ARCHKEY SOLUTIONS LLC                                            | Archkey Solutions LLC 2024 Delayed Draw Term Loan B                                                                          | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |     18663 | PA      | $18837.56     | 0.00%             | 2031-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                             | KIND Trust 2021-KIND                                                                                                         | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223167 | PA      | $220730.11    | 0.01%             | 2038-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                             | KIND Trust 2021-KIND                                                                                                         | CUSIP: 482606AQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113071 | PA      | $111931.85    | 0.01%             | 2038-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                                                                         | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140439.18    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                             | Kallpa Generacion SA                                                                                                         | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $200600.00    | 0.01%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                | Kaman Corporation 2025 Term Loan B                                                                                           | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    682105 | PA      | $684396.47    | 0.03%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                | Kaman Corporation 2025 Delayed Draw Term Loan                                                                                | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     64640 | PA      | $64856.84     | 0.00%             | 2032-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                       | Kaseya Inc 2025 1st Lien Term Loan B                                                                                         | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1265500 | PA      | $1265676.85   | 0.06%             | 2032-03-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                       | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                         | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     20000 | PA      | $19529.20     | 0.00%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                                                                  | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     50000 | PA      | $47244.15     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                                                                  | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    100000 | PA      | $102053.79    | 0.00%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                         | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                        | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $230933.76    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                               | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136665.56    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                | Republic of Kenya Government International Bond                                                                              | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $218760.30    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                | Republic of Kenya Government International Bond                                                                              | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     35000 | PA      | $37257.73     | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126119.96    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216232.17    | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                | Kingpin Intermediate Holdings LLC 2025 Term Loan B                                                                           | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |    175000 | PA      | $171062.50    | 0.01%             | 2032-09-22      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                         | Kingston Airport Revenue Finance Ltd                                                                                         | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205500.00    | 0.01%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                                      | KnowBe4 Inc 2025 Term Loan                                                                                                   | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    130000 | PA      | $129919.40    | 0.01%             | 2032-07-23      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                                           | Advancion Sciences Inc                                                                                                       | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342465 | PA      | $298800.71    | 0.01%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163394.06    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113103.02    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195276.27    | 0.01%             | 2026-04-04      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     85000 | PA      | $57427.51     | 0.00%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68250.00     | 0.00%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    550000 | PA      | $310821.57    | 0.01%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                                                                              | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $455552.24    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | Kroger Co/The                                                                                                                | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4363975.11   | 0.20%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                         | Kronos Acquisition Holdings Inc                                                                                              | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $138075.00    | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                 | Kronos Acquisition Holdings Inc 2024 Term Loan                                                                               | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496231 | PA      | $320441.27    | 0.01%             | 2031-07-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                       | KUEHG Corp 2025 Term Loan                                                                                                    | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     28540 | PA      | $27643.37     | 0.00%             | 2030-06-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    312695 | PA      | $292791.98    | 0.01%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC 2025 Incremental Term Loan                                                                               | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    218938 | PA      | $218499.73    | 0.01%             | 2031-06-06      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                                | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91132.19     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                                | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15646.02     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                                | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    460000 | PA      | $439701.18    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                    | LFS Topco LLC                                                                                                                | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $246583.43    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                         | LD Celulose International GmbH                                                                                               | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $208362.13    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                            | Life Time Fitness Inc 2025 Term Loan                                                                                         | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    498750 | PA      | $500311.09    | 0.02%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                         | Fashion Show Mall LLC                                                                                                        | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $121000.72    | 0.01%             | 2041-10-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                           | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $98876.98     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    115000 | PA      | $121929.10    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $173853.28    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                                                                     | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    335000 | PA      | $324050.76    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM Acquisition LLC                                                                                                          | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177214.80    | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                    | Darktrace PLC 1st Lien Term Loan                                                                                             | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    620936 | PA      | $622823.58    | 0.03%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                    | Darktrace PLC 2nd Lien Term Loan                                                                                             | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79087.20     | 0.00%             | 2032-10-09      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110749.20    | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236732.60    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72937.50     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322332.57    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195808.67    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307194.79    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                            | Level 3 Financing Inc 2025 Repriced Term Loan B4                                                                             | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     20000 | PA      | $20045.00     | 0.00%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                         | Liberty Costa Rica Senior Secured Finance                                                                                    | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $210000.00    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                    | Life Time Inc                                                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199779.65    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                                                             | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172107.63    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106208.40    | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                              | Lightning Power LLC                                                                                                          | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106335.10    | 0.00%             | 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        |     60000 | PA      | $62590.80     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOM FINANCE                                           | Liquid Telecommunications Financing Plc                                                                                      | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $396231.69    | 0.02%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                    | Live Nation Entertainment Inc 2025 Term Loan B                                                                               | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |     65000 | PA      | $65000.00     | 0.00%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                   | Lowe's Cos Inc                                                                                                               | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4398356.48   | 0.20%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                           | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                            | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1756501 | PA      | $1745523.19   | 0.08%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                           | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                            | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    119085 | PA      | $118273.88    | 0.01%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                | MDGH GMTN RSC Ltd                                                                                                            | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $190580.00    | 0.01%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                | MDGH GMTN RSC Ltd                                                                                                            | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $189880.00    | 0.01%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| M2S Group Holdings Inc                                           | M2S Group Holdings Inc Term Loan B                                                                                           | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    815000 | PA      | $807665.00    | 0.04%             | 2031-08-25      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                | MC Brazil Downstream Trading SARL                                                                                            | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    194826 | PA      | $170855.08    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2022-MHIL                                                                                                                | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199815.56    | 0.01%             | 2039-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2022-MHIL                                                                                                                | CUSIP: 55293DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $79901.64     | 0.00%             | 2039-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                          | MKS Inc                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     94000 | PA      | $119897.00    | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                              | MKS Instruments Inc 2025 USD Repriced Term Loan                                                                              | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    434349 | PA      | $435886.92    | 0.02%             | 2029-08-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                    | MHC Commercial Mortgage Trust 2021-MHC                                                                                       | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400308 | PA      | $400789.81    | 0.02%             | 2038-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    350000 | PA      | $337883.49    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $125668.46    | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $181773.03    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                    | MRP Buyer LLC Term Loan                                                                                                      | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     88488 | PA      | $87686.21     | 0.00%             | 2032-06-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                    | MRP Buyer LLC Delayed Draw Term Loan                                                                                         | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     11273 | PA      | $11171.16     | 0.00%             | 2032-06-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI Inc                                                                                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1106250.84   | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI Inc                                                                                                                     | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    373000 | PA      | $370270.76    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust 2023-2                                                                                        | CUSIP: 55361AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $108511.12    | 0.01%             | 2056-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust 2023-2                                                                                        | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $327661.88    | 0.02%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                | Ma'aden Sukuk Ltd                                                                                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205212.62    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                         | Macquarie Airfinance Holdings Ltd                                                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $172902.92    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                         | Macquarie Airfinance Holdings Ltd                                                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $133684.24    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC Term Loan                                                                                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    744171 | PA      | $747356.02    | 0.03%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LXVII Ltd                                                                                               | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009312.00   | 0.19%             | 2037-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29648.25     | 0.00%             | 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        |    160000 | PA      | $112600.00    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXIX Ltd                                                                                                           | CUSIP: 55955KAL8<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6515086.50   | 0.30%             | 2037-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                         | Magyar Export-Import Bank Zrt                                                                                                | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $205631.76    | 0.01%             | 2027-12-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXXVI Ltd                                                                                                          | CUSIP: 559922AL3<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1273096.26   | 0.06%             | 2038-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                         | MajorDrive Holdings IV LLC                                                                                                   | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $125610.08    | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                       | MajorDrive Holdings IV LLC Term Loan B                                                                                       | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    198597 | PA      | $179730.65    | 0.01%             | 2028-06-01      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                  | MARB BondCo PLC                                                                                                              | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $126857.02    | 0.01%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                          | Red Planet Borrower LLC 2025 Term Loan B                                                                                     | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    410000 | PA      | $410385.40    | 0.02%             | 2032-09-08      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $7761806.17   | 0.36%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2934453.59   | 0.14%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | Masterbrand Inc                                                                                                              | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103603.00    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc                                       | Amynta Agency Borrower Inc 2025 Term Loan B                                                                                  | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    248750 | PA      | $249138.06    | 0.01%             | 2031-12-29      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                  | MED ParentCo LP 2025 Term Loan B                                                                                             | CUSIP: 58401DAN4<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    164175 | PA      | $164483.65    | 0.01%             | 2031-04-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                         | Medco Maple Tree Pte Ltd                                                                                                     | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $260689.50    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                          | Pediatrix Medical Group Inc                                                                                                  | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119670.18    | 0.01%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP 2025 Term Loan B                                                                                         | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    230428 | PA      | $231047.82    | 0.01%             | 2028-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                         | Medline Borrower LP/Medline Co-Issuer Inc                                                                                    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $403166.90    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                      | Merchants Fleet Funding LLC                                                                                                  | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200649.94    | 0.01%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| METALSA SA DE CV                                                 | Metalsa Sapi De Cv                                                                                                           | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173178.00    | 0.01%             | 2031-05-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                    | Methanex Corp                                                                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $219015.30    | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                    | Methanex Corp                                                                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70638.75     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                    | Methanex Corp                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $326838.85    | 0.02%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                           | Methanex US Operations Inc                                                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $169895.65    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                                                                           | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102769.53    | 0.00%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                                                                           | CUSIP: 59170JBH0<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105699.05    | 0.00%             | 2055-12-20      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                                                                     | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134000 | PA      | $1133999.21   | 0.05%             | 2040-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                                                                     | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.09    | 0.00%             | 2040-09-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                                                                     | CUSIP: 59317DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.87     | 0.00%             | 2040-09-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                     | Strategy Inc                                                                                                                 | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      1250 | NS      | $123493.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                                           | Millicom International Cellular SA                                                                                           | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $284093.75    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                           | Millicom International Cellular SA                                                                                           | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103922.30    | 0.00%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $102322.40    | 0.00%             | 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        |     70000 | PA      | $70628.84     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $142982.00    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $322380.83    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $104950.03    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $78210.31     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                            | Minerva Luxembourg SA                                                                                                        | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $27886.29     | 0.00%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                            | Minerva Luxembourg SA                                                                                                        | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $152900.58    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                          | MISC Capital Two Labuan Ltd                                                                                                  | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $198681.03    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                          | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                      | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102519.05    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                 | Modena Buyer LLC Term Loan                                                                                                   | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    746231 | PA      | $741567.22    | 0.03%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                    | Modivcare Inc 2024 Term Loan B                                                                                               | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    104039 | PA      | $39534.79     | 0.00%             | 2031-07-01      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                      | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62544.12     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                      | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95102.37     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372104.65    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195135.69    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                          | Mong Duong Finance Holdings BV                                                                                               | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     57938 | PA      | $57314.58     | 0.00%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                               | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $212926.28    | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                         | Montego Bay Airport Revenue Finance Ltd                                                                                      | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199260.00    | 0.01%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2017-H1                                                                                       | CUSIP: 61691JBA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $118419.04    | 0.01%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $3312783.84   | 0.15%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5374309.99   | 0.25%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2910509.04   | 0.13%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5246000 | PA      | $5574696.68   | 0.26%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                                                                        | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $217229.50    | 0.01%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2176779.36   | 0.10%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2179691.47   | 0.10%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                                     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288091 | PA      | $290547.53    | 0.01%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                                                                  | CUSIP: 61779CAZ7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103038.14    | 0.00%             | 2058-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                                                                  | CUSIP: 61779RCV1<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100263.38    | 0.00%             | 2058-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                         | Moss Creek Resources Holdings Inc                                                                                            | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    186000 | PA      | $178094.99    | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                              | NBM US Holdings Inc                                                                                                          | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151650.01    | 0.01%             | 2029-08-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $127990.29    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    230000 | PA      | $229903.15    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                                                                          | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101935.69    | 0.00%             | 2033-06-10      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                | NFE Financing LLC                                                                                                            | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $122931.25    | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200925.96    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316137.69    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215673.15    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164192.28    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176779.75    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177317.59    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                   | NRG Energy Inc 2024 Term Loan                                                                                                | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    159190 | PA      | $159560.79    | 0.01%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                       | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    548000 | PA      | $550884.50    | 0.03%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                       | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1581000 | PA      | $1604360.26   | 0.07%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    247000 | PA      | $249084.08    | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $253325.03    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    638000 | PA      | $649747.28    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries Inc                                                                                                        | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121261.51    | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                  | Natgasoline LLC 2025 Term Loan B                                                                                             | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    925977 | PA      | $930606.95    | 0.04%             | 2030-03-29      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                         | National Mentor Holdings Inc                                                                                                 | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301589.47    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                     | NATIONAL MENTOR HOLDINGS INC 2025 1st LIEN TERM LOAN B                                                                       | CUSIP: 63689EAX3<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    283500 | PA      | $283678.61    | 0.01%             | 2030-12-12      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                     | NATIONAL MENTOR HOLDINGS INC 2025 DELAYED DRAW TERM LOAN                                                                     | CUSIP: 63689EAY1<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    121500 | PA      | $121576.55    | 0.01%             | 2030-12-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                                                                        | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $212978.32    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98880.65     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79412.49     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83695.28     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                           | Navigator 2025-1 Aviation Ltd                                                                                                | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   1871121 | PA      | $1852614.10   | 0.09%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265452.82    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281968.78    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                             | Neptune Bidco US Inc 2022 USD Term Loan B                                                                                    | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    248724 | PA      | $245677.61    | 0.01%             | 2029-04-11      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                             | Neptune Bidco US Inc 2022 USD Term Loan A                                                                                    | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1258622 | PA      | $1240750.00   | 0.06%             | 2028-10-11      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                  | Network i2i Ltd                                                                                                              | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    150000 | PA      | $149353.54    | 0.01%             | 2026-03-03      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                               | New Flyer Holdings Inc                                                                                                       | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69863.43     | 0.00%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                          | New Fortress Energy Inc 2025 Incremental Term Loan B                                                                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |   2578074 | PA      | $1051854.24   | 0.05%             | 2028-10-30      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                              | New Home Co Inc/The                                                                                                          | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118433.10    | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                               | Rithm Capital Corp                                                                                                           | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    100000 | PA      | $102670.09    | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                               | Rithm Capital Corp                                                                                                           | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    100000 | PA      | $102266.31    | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                | Nexa Resources SA                                                                                                            | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $213963.98    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                         | Nexstar Broadcasting Inc 2025 Term Loan B5                                                                                   | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    209475 | PA      | $210340.13    | 0.01%             | 2032-06-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30738.33     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                  | NEXUS Buyer LLC 2025 Term Loan B                                                                                             | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    744375 | PA      | $733291.26    | 0.03%             | 2031-07-31      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                               | Niagara Energy SAC                                                                                                           | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $203696.74    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                              | Nigeria Government International Bond                                                                                        | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    195000 | PA      | $203690.18    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                              | Nigeria Government International Bond                                                                                        | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $401389.80    | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                                                                 | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4356344.20   | 0.20%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                  | Gen Digital Inc 2024 Term Loan B                                                                                             | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    494179 | PA      | $494727.07    | 0.02%             | 2029-09-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I Inc                                              | Nourish Buyer I Inc 2025 Term Loan B                                                                                         | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    230000 | PA      | $231007.40    | 0.01%             | 2032-07-09      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Novae LLC                                                        | Novae LLC 1st Lien Term Loan                                                                                                 | CUSIP: 66988QAB5<br>LEI: 549300IO3D43N4TFUV08 | Long             | LON              | CORP              | US        |     59845 | PA      | $55356.22     | 0.00%             | 2028-12-22      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249204.24    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70963.98     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2020-8R Ltd                                                                                                          | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   1214000 | PA      | $1215175.15   | 0.06%             | 2038-10-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                       | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    100000 | PA      | $104350.00    | 0.00%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                       | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $187075.60    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                       | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    100000 | PA      | $82625.00     | 0.00%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 6 Ltd                                                                                                     | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1451914.00   | 0.07%             | 2037-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-46 Ltd                                                                                                          | CUSIP: 671023AA7<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $839889.96    | 0.04%             | 2038-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Partners VII Ltd                                                                                                  | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9980000.00   | 0.46%             | 2038-02-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2018-15 Ltd                                                                                                          | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |    819000 | PA      | $820647.01    | 0.04%             | 2038-01-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                | OCP Aegis CLO 2024-39 Ltd                                                                                                    | CUSIP: 67120EAA1<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   2522000 | PA      | $2522012.61   | 0.12%             | 2037-01-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM10 Trust                                                                                                         | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    516648 | PA      | $520861.67    | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT Loan Trust 2025-CP1                                                                                                     | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |    571598 | PA      | $550321.03    | 0.03%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 16-R Ltd                                                                                                  | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1890946.89   | 0.09%             | 2038-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                | OCP Aegis CLO 2025-47 Ltd                                                                                                    | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1081000 | PA      | $1081268.09   | 0.05%             | 2038-01-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Trust 2025-77C                                                                                                           | CUSIP: 67123LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100194.83    | 0.00%             | 2038-01-10      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM19 Trust                                                                                                         | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    292606 | PA      | $292413.44    | 0.01%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                         | Occidental Petroleum Corp                                                                                                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3158000 | PA      | $3337775.47   | 0.15%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                         | Occidental Petroleum Corp                                                                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1315837.43   | 0.06%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                         | Occidental Petroleum Corp                                                                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    895000 | PA      | $912911.34    | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-44 Ltd                                                                                                          | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1317000 | PA      | $1320303.04   | 0.06%             | 2038-10-24      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                              | Bapco Energies BSC Closed                                                                                                    | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    150000 | PA      | $155437.50    | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                              | Bapco Energies BSC Closed                                                                                                    | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     50000 | PA      | $53829.82     | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Olaplex Inc                                                      | Olaplex Inc 2022 Term Loan                                                                                                   | CUSIP: 67936UAB7<br>LEI: 254900QYCAW2BUUZ1O97 | Long             | LON              | CORP              | US        |     45000 | PA      | $43661.25     | 0.00%             | 2029-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                             | Oleoducto Central SA                                                                                                         | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    100000 | PA      | $98660.57     | 0.00%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                                                                    | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319562.60    | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                                                                    | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65343.79     | 0.00%             | 2029-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213380.79    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243270.64    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226111.85    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                         | Omega Healthcare Investors Inc                                                                                               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2000000 | PA      | $1936423.80   | 0.09%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                         | Omega Healthcare Investors Inc                                                                                               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    250000 | PA      | $222240.73    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                                                                           | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    125000 | PA      | $137640.44    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                                                                           | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $214071.48    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                            | ON Semiconductor Corp                                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97785.69     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                            | ON Semiconductor Corp                                                                                                        | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    124000 | PA      | $147622.00    | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                               | OMNIA Partners LLC 2024 Term Loan B                                                                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     24938 | PA      | $25013.31     | 0.00%             | 2032-12-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    190000 | PA      | $188802.03    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95240.42     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254546.50    | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf LLC                                           | 19th Holdings Golf LLC 2022 Term Loan B                                                                                      | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |    496144 | PA      | $499244.85    | 0.02%             | 2029-02-07      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK Inc                                                                                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1340918.22   | 0.06%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK Inc                                                                                                                    | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3205607.70   | 0.15%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233910.29    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212327.52    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109086.64    | 0.01%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112154.57    | 0.01%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70605.57     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60757.71     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | Onemain Financial Issuance Trust 2025-1                                                                                      | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1516514.25   | 0.07%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                | OneSky Flight LLC                                                                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    131000 | PA      | $140187.70    | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                                      | OLIT 2025-HB2                                                                                                                | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379422 | PA      | $369576.88    | 0.02%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $520008.45    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                                                               | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $161929.04    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $156589.98    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                            | Open Text Corporation 2023 Term Loan B                                                                                       | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    493873 | PA      | $493937.63    | 0.02%             | 2030-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | Open Text Holdings Inc                                                                                                       | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $195909.71    | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                                     | Openlane Inc Term Loan B                                                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     50000 | PA      | $49969.00     | 0.00%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust 2025-B                                                                                                | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301111.77    | 0.01%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust 2025-C                                                                                                | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1101922.91   | 0.05%             | 2033-07-08      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust 2025-D                                                                                                | CUSIP: 68379HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600715.74    | 0.03%             | 2033-02-08      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    404000 | PA      | $299621.68    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    669000 | PA      | $654506.81    | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1076445.56   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $972451.95    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    626000 | PA      | $565355.52    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $695521.16    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    808000 | PA      | $712649.92    | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Optiv Security Inc                                               | Optiv Security Inc 2023 Term Loan                                                                                            | CUSIP: 68405PAB8<br>LEI: 549300EMRBO1UNORKL53 | Long             | LON              | CORP              | US        |    497462 | PA      | $350864.87    | 0.02%             | 2026-08-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                     | Organon & Co 2024 USD Term Loan                                                                                              | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    500000 | PA      | $480500.00    | 0.02%             | 2031-05-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26984.36     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $118020.14    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243608.67    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $223612.66    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                                              | Orion US Finco Inc 1st Lien Term Loan                                                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100406.00    | 0.00%             | 2032-10-08      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                                                                     | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    200000 | PA      | $210814.84    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                                    | Osmose Utilities Services Inc Term Loan                                                                                      | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    164195 | PA      | $161014.22    | 0.01%             | 2028-06-23      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                     | OT Midco Ltd                                                                                                                 | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $85545.32     | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58215.30     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                | Owens & Minor Inc                                                                                                            | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54299.47     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                | Owens & Minor Inc                                                                                                            | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    170000 | PA      | $107768.32    | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                            | PK Alift Loan Funding 7 LP                                                                                                   | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382152 | PA      | $1384757.16   | 0.06%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                               | PBF Holding Co LLC / PBF Finance Corp                                                                                        | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29714.58     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                               | PBF Holding Co LLC / PBF Finance Corp                                                                                        | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $303357.06    | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                               | PBF HOLDING CO LLC                                                                                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123449.64    | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556033.71    | 0.03%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193188.80    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    231000 | PA      | $240584.42    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $3021444.01   | 0.14%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                    | PRA Group Inc                                                                                                                | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62247.60     | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                           | Pertamina Persero PT                                                                                                         | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     50000 | PA      | $38686.99     | 0.00%             | 2050-01-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                            | Freeport Indonesia PT                                                                                                        | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $203350.20    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                    | PYE BARKER FIRE + SAFETY LLC 2025 TERM LOAN                                                                                  | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    113100 | PA      | $113759.37    | 0.01%             | 2032-12-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                    | PYE BARKER FIRE + SAFETY LLC 2025 DELAYED DRAW TERM LOAN                                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     16900 | PA      | $16998.53     | 0.00%             | 2032-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RPL1 LLC                                                                                                           | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161949 | PA      | $160398.14    | 0.01%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| GEN II Fund Services LLC                                         | GEN II Fund Services LLC 2024 Term Loan B                                                                                    | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    248125 | PA      | $248020.79    | 0.01%             | 2031-11-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-RPL3 Trust                                                                                                         | CUSIP: 69382RAA1<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    378806 | PA      | $372757.33    | 0.02%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust 2025-PRM5                                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150098.76    | 0.01%             | 2033-03-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                          | Nuvei Technologies Corp 2025 Repriced Term Loan B                                                                            | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    496256 | PA      | $496410.10    | 0.02%             | 2031-11-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                                   | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163079.52    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                          | Pakistan Government International Bond                                                                                       | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $199492.13    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                          | Pakistan Government International Bond                                                                                       | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $199155.63    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-5 Ltd                                                                                                 | CUSIP: 696914AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1323000 | PA      | $1322014.37   | 0.06%             | 2038-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2025-2 Ltd                                                                                        | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1257000 | PA      | $1257262.71   | 0.06%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-2 Ltd                                                                                                 | CUSIP: 69704BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2355000 | PA      | $2363150.66   | 0.11%             | 2038-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                                                                        | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $132220.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                                                                        | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $232897.18    | 0.01%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                                | PAR PETROLEUM LLC 2025 TERM LOAN B                                                                                           | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    497455 | PA      | $498907.55    | 0.02%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                                                                       | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $178352.24    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                                                                       | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $214298.39    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                                                                       | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $217283.77    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                          | Park River Holdings Inc 2025 Term Loan                                                                                       | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    165000 | PA      | $165790.35    | 0.01%             | 2031-03-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                             | Peace Park CLO Ltd                                                                                                           | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   8656000 | PA      | $8664621.38   | 0.40%             | 2038-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $474461.50    | 0.02%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130494.08    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157034.23    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113709.97    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp Term Loan B                                                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    994677 | PA      | $921677.78    | 0.04%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp 2nd Lien Term Loan B1                                                                                           | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     90000 | PA      | $70481.70     | 0.00%             | 2029-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113399.88    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                                    | Perimeter Holdings LLC                                                                                                       | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119211.46    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                                                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $138307.50    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                                                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $77210.00     | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    165000 | PA      | $164559.49    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1139000 | PA      | $936490.05    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9810000 | PA      | $8791684.13   | 0.41%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9320000 | PA      | $9020290.70   | 0.42%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $231658.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                         | Petroleos de Venezuela SA                                                                                                    | CUSIP: 716558AE1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    300000 | PA      | $77250.00     | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | Petronas Capital Ltd                                                                                                         | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    100000 | PA      | $97357.25     | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | Petronas Capital Ltd                                                                                                         | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    100000 | PA      | $67945.87     | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                          | Philippine Government International Bond                                                                                     | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $210929.99    | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                       | Philippines Government International Bonds                                                                                   | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $200344.40    | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                          | Phillips Edison Grocery Center Operating Partnership I LP                                                                    | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   2470000 | PA      | $2213626.10   | 0.10%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                | PAREXEL INTERNATIONAL CORP 2025 REPRICED TERM LOAN B                                                                         | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    460000 | PA      | $461246.60    | 0.02%             | 2031-12-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                        | Ping Identity Corporation 2025 Term Loan                                                                                     | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |    135000 | PA      | $135168.75    | 0.01%             | 2032-11-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                               | Pinnacle Buyer LLC Term Loan                                                                                                 | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    138387 | PA      | $138820.25    | 0.01%             | 2032-10-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                               | PINNACLE BUYER LLC DELAYED DRAW TERM LOAN                                                                                    | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     26613 | PA      | $26696.20     | 0.00%             | 2032-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                  | Cornerstone Building Brands Inc 2021 Term Loan B                                                                             | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    384073 | PA      | $299384.99    | 0.01%             | 2028-04-12      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                  | Cornerstone Building Brands Inc 2024 Term Loan B                                                                             | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     49874 | PA      | $35077.92     | 0.00%             | 2031-05-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                         | Plains All American Pipeline LP                                                                                              | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    940000 | PA      | $942666.78    | 0.04%             | 2026-01-30      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                         | Plains All American Pipeline LP / PAA Finance Corp                                                                           | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2166405.24   | 0.10%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                              | Recess Holdings Inc 2025 Repriced Term Loan                                                                                  | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248120 | PA      | $249477.51    | 0.01%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     40000 | PA      | $38384.55     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1567333 | PA      | $1509153.37   | 0.07%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| POSCO                                                            | POSCO                                                                                                                        | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $211113.97    | 0.01%             | 2033-01-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                                                            | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169533.35    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                                                            | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166649.99    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60081.09     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                              | Artera Services LLC 2024 Term Loan                                                                                           | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    545997 | PA      | $439188.93    | 0.02%             | 2031-02-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                              | Prairie Acquiror LP                                                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109139.42    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                         | Prime Healthcare Services Inc                                                                                                | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $141750.08    | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                                | Prima Capital CRE Securitization 2019-RK1 Ltd                                                                                | CUSIP: 74166GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    110000 | PA      | $104767.31    | 0.00%             | 2038-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                                | Prima Capital CRE Securitization 2019-VII Ltd                                                                                | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95604.99     | 0.00%             | 2050-12-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                                | PRIO Luxembourg Holding Sarl                                                                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194550.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                            | Priority Holdings LLC 2025 Term Loan B                                                                                       | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108406 | PA      | $106210.58    | 0.00%             | 2032-07-30      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                        | PRM Trust 2025-PRM6                                                                                                          | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100187.24    | 0.00%             | 2033-07-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                        | PRM Trust 2025-PRM6                                                                                                          | CUSIP: 74277DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99393.24     | 0.00%             | 2033-07-05      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                         | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                                                             | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    616231 | PA      | $614869.29    | 0.03%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                      | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                                       | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    172500 | PA      | $172858.80    | 0.01%             | 2031-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | Proofpoint Inc 2025 Repriced Term Loan                                                                                       | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    405181 | PA      | $406895.12    | 0.02%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                                                                    | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $478521.64    | 0.02%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                                          | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT                                                        | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    150000 | PA      | $154828.34    | 0.01%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RPL4 LLC                                                                                                           | CUSIP: 74448MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89057 | PA      | $87876.92     | 0.00%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                 | Puget Energy Inc                                                                                                             | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4402209.97   | 0.20%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                                                                          | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $184774.81    | 0.01%             | 2046-06-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                                                                          | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    250000 | PA      | $235429.77    | 0.01%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                                                                          | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    300000 | PA      | $265396.33    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QatarEnergy                                                                                                                  | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    300000 | PA      | $294290.70    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QatarEnergy                                                                                                                  | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $180120.00    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QatarEnergy                                                                                                                  | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    350000 | PA      | $244741.00    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc Term Loan B                                                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    260000 | PA      | $260975.00    | 0.01%             | 2032-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                            | Quikrete Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    744375 | PA      | $746503.91    | 0.03%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                 | QuidelOrtho Corp Term Loan                                                                                                   | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    458850 | PA      | $458276.44    | 0.02%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520440.00    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172308.04    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                 | RCO VIII Mortgage LLC 2025-3                                                                                                 | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389758 | PA      | $390612.00    | 0.02%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                       | RCKT Trust 2025-PL1                                                                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245165 | PA      | $245834.09    | 0.01%             | 2034-07-25      | Fixed         | 4.90%                 | 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        |    130000 | PA      | $135139.81    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                                                                         | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $265174.53    | 0.01%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | Cooperatieve Rabobank UA                                                                                                     | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $263183.39    | 0.01%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 34 LTD                                                                                                                    | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250686.00    | 0.01%             | 2039-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                               | RWE Finance US LLC                                                                                                           | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    202000 | PA      | $212945.18    | 0.01%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                               | RWE Finance US LLC                                                                                                           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318205.35    | 0.01%             | 2035-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings LLC                                      | RVR Dealership Holdings LLC Term Loan B                                                                                      | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497416 | PA      | $478210.78    | 0.02%             | 2028-02-08      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                            | Rackspace Finance LLC                                                                                                        | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $91250.00     | 0.00%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                           | Radiology Partners Inc 2025 Term Loan                                                                                        | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     44888 | PA      | $44761.37     | 0.00%             | 2032-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                           | Radiology Partners Inc                                                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67901.44     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                          | Railworks Holdings LP / Railworks Rally Inc                                                                                  | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $261466.40    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                  | Rand Parent LLC                                                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $385485.62    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                              | Reach ABS Trust 2025-2                                                                                                       | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444542 | PA      | $446311.30    | 0.02%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                      | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58271.69     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                                                                     | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54763.16     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $54263.60     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                                      | Redfin Corp                                                                                                                  | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    444000 | PA      | $415584.00    | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                          | Reinsurance Group of America Inc                                                                                             | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4340870.18   | 0.20%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                        | Renaissance Holding Corp 2024 1st Lien Term Loan                                                                             | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    744304 | PA      | $648303.50    | 0.03%             | 2030-04-05      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                           | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $141405.00    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                           | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $53275.00     | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | Resideo Funding Inc                                                                                                          | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61411.98     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                         | Restoration Hardware Inc 2022 Incremental Term Loan                                                                          | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    496154 | PA      | $492020.89    | 0.02%             | 2028-10-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                   | RIDE 2025-SHRE                                                                                                               | CUSIP: 765692AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $355257.14    | 0.02%             | 2047-02-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                               | Riot Platforms Inc                                                                                                           | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    207000 | PA      | $233651.25    | 0.01%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                              | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                                                                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117967.09    | 0.01%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144715.08    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $213736.90    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164639.33    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | ROCKIES EXPRESS PIPELINE                                                                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216340.64    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104620.10    | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $68444.47     | 0.00%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     85000 | PA      | $58103.74     | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $91390.73     | 0.00%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $60859.59     | 0.00%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $165913.94    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     80000 | PA      | $82518.80     | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC                 | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                               | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    133985 | PA      | $134700.43    | 0.01%             | 2029-11-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 27 Ltd                                                                                                                    | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2989000 | PA      | $2989397.54   | 0.14%             | 2040-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                               | Rwanda International Government Bond                                                                                         | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    100000 | PA      | $92707.13     | 0.00%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                         | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    248120 | PA      | $248276.61    | 0.01%             | 2031-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                          | SG Commercial Mortgage Securities Trust 2020-COVE                                                                            | CUSIP: 78397FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $40627.21     | 0.00%             | 2037-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Trust 2025-SNIP                                                                                                          | CUSIP: 78398JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $127554.86    | 0.01%             | 2042-09-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Trust 2025-SNIP                                                                                                          | CUSIP: 78398JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $159377.66    | 0.01%             | 2042-09-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                     | State Street Institutional US Government Money Market Fund                                                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  25237416 | NS      | $25237415.65  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHR Trust                                                        | SHR Trust 2024-LXRY                                                                                                          | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $164172.23    | 0.01%             | 2041-10-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                         | SGH2 LLC 2025 USD Term Loan B                                                                                                | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94762 | PA      | $94999.41     | 0.00%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                          | SG Commercial Mortgage Securities Trust 2019-PREZ                                                                            | CUSIP: 78430EAJ4<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $118152.00    | 0.01%             | 2039-09-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-FLWR                                                                                      | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300186.84    | 0.01%             | 2042-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-FLWR                                                                                      | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $160000.08    | 0.01%             | 2042-08-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91433.02     | 0.00%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                         | SLM Corp                                                                                                                     | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129382.25    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                         | SLAM 2025-1 Ltd                                                                                                              | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    863687 | PA      | $885137.67    | 0.04%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                                                               | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $388050.27    | 0.02%             | 2039-01-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                            | SS&C Technologies Inc 2024 Term Loan B8                                                                                      | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    341550 | PA      | $343411.22    | 0.02%             | 2031-05-09      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                      | SREIT Trust 2021-MFP                                                                                                         | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419421 | PA      | $419164.06    | 0.02%             | 2038-11-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                | Spa Holdings 3 Oy 2025 USD Term Loan B                                                                                       | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    159201 | PA      | $159997.01    | 0.01%             | 2030-05-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                               | STWD 2021-LIH Mortgage Trust                                                                                                 | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99876.54     | 0.00%             | 2036-11-15      | Floating      | 6.77%                 | 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        |    200000 | PA      | $197504.82    | 0.01%             | 2042-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                   | SWCH Commercial Mortgage Trust 2025-DATA                                                                                     | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247307.98    | 0.01%             | 2042-02-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                               | Saavi Energia Sarl                                                                                                           | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $271137.50    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                           | Sable International Finance Ltd                                                                                              | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $389588.05    | 0.02%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | Sabra Health Care LP                                                                                                         | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |   2860000 | PA      | $2616827.56   | 0.12%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                         | Saks Global Enterprises LLC                                                                                                  | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    455090 | PA      | $29580.85     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                                                                         | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    561545 | PA      | $568819.82    | 0.03%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp                                                     | Sandisk Corp Term Loan B                                                                                                     | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162500 | PA      | $163312.51    | 0.01%             | 2032-02-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268172.45    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203044.78    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    100000 | PA      | $85494.85     | 0.00%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    100000 | PA      | $70660.91     | 0.00%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $171900.80    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    250000 | PA      | $159203.76    | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $292688.10    | 0.01%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $273192.60    | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $271109.40    | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    150000 | PA      | $100168.50    | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $194240.80    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     40000 | PA      | $41826.28     | 0.00%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                               | Mativ Holdings Inc                                                                                                           | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136353.37    | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                         | Science Applications International Corp                                                                                      | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177404.46    | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | EW Scripps Co/The                                                                                                            | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119842.59    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                | Seagate Data Storage Technology Pte Ltd                                                                                      | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    115000 | PA      | $118549.59    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                                                            | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     75000 | PA      | $79737.14     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                | Seagate Data Storage Technology Pte Ltd                                                                                      | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    155000 | PA      | $158855.63    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                          | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    496250 | PA      | $497699.05    | 0.02%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                              | Senegal Government International Bond                                                                                        | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     75000 | PA      | $43382.88     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | Sensata Technologies BV                                                                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     93000 | PA      | $90739.45     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115177.94    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                               | Serbia International Bond                                                                                                    | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    150000 | PA      | $155075.55    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                         | SGUS LLC                                                                                                                     | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244001 | PA      | $90280.37     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113574.12    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                         | Air Comm Corporation LLC 2025 Term Loan                                                                                      | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    474580 | PA      | $475766.25    | 0.02%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                         | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                         | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     23077 | PA      | $23134.61     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                          | Silk Road Group Holding LLC                                                                                                  | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |    200000 | PA      | $199964.12    | 0.01%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                    | Sinclair Television Group Inc 2025 Term Loan B6                                                                              | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |     45000 | PA      | $40972.50     | 0.00%             | 2029-12-31      | None          | 0.00%                 | 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        |     55000 | PA      | $49747.50     | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                         | Sixth Street Lending Partners                                                                                                | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4331199.11   | 0.20%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XVIII Ltd                                                                                                   | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1241578.52   | 0.06%             | 2038-10-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XIX Ltd                                                                                                     | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    810000 | PA      | $811940.76    | 0.04%             | 2038-07-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XX Ltd                                                                                                      | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1030000 | PA      | $1032429.77   | 0.05%             | 2038-07-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119168.20    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72073.54     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                         | Snam SpA                                                                                                                     | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $208923.56    | 0.01%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale SA                                                                                                          | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $223264.57    | 0.01%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                  | Solstice Advanced Materials Inc Term Loan B                                                                                  | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    115000 | PA      | $115503.70    | 0.01%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                         | Solstice Advanced Materials Inc                                                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171495.00    | 0.01%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                        | Sotheby's                                                                                                                    | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    431000 | PA      | $428477.62    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC 2025 Term Loan B                                                                                  | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    236887 | PA      | $237924.43    | 0.01%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                          | Sotera Health Holdings LLC                                                                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62929.29     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    150000 | PA      | $117423.71    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                                                                      | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    150000 | PA      | $150095.18    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | 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        |    200000 | PA      | $168598.20    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                                                                       | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $322152.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                                                                       | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $197299.20    | 0.01%             | 2037-12-11      | Fixed         | 6.13%                 | 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        |    110000 | PA      | $117575.59    | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                            | Southern Gas Corridor CJSC                                                                                                   | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    150000 | PA      | $150974.38    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                             | Sovos Compliance LLC 2025 Repriced Term Loan B                                                                               | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    249373 | PA      | $249939.51    | 0.01%             | 2029-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                               | Ahlstrom Holding 3 Oy                                                                                                        | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $98223.16     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                  | Spin Holdco Inc 2021 Term Loan                                                                                               | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1846182 | PA      | $1419252.13   | 0.07%             | 2028-03-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Splat Super Holdco LLC                                           | Splat Super Holdco LLC 2025 Term Loan                                                                                        | CUSIP: 84862VAC6<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |    249368 | PA      | $233366.36    | 0.01%             | 2032-07-02      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO LLC                                           | Splat Super Holdco LLC 2025 Delayed Draw Term Loan                                                                           | CUSIP: 84862VAD4<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |     10632 | PA      | $9949.45      | 0.00%             | 2032-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114839.95    | 0.01%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $225579.62    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291160.80    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164257.44    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                         | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165762.63    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                      | SREIT Trust 2021-PALM                                                                                                        | CUSIP: 85237AAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99677.06     | 0.00%             | 2034-10-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128690.75    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240061.18    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120350.79    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278370.60    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                                                                  | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    215000 | PA      | $180397.50    | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Staples Inc                                                      | Staples Inc 2024 Term Loan B                                                                                                 | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    804309 | PA      | $761953.96    | 0.04%             | 2029-09-04      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                 | Star Holding LLC                                                                                                             | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96285.99     | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    120000 | PA      | $126732.24    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    200000 | PA      | $208621.60    | 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        |     65000 | PA      | $67768.61     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     70000 | PA      | $70509.04     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    110000 | PA      | $111182.37    | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVOIYURAN                                                       | Navoiyuran State Enterprise                                                                                                  | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $201482.79    | 0.01%             | 2030-07-02      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                           | Montenegro Government International Bond                                                                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    200000 | PA      | $213139.39    | 0.01%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                                                            | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $107262.61    | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC 2024 Term Loan B                                                                                         | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    496212 | PA      | $497517.15    | 0.02%             | 2031-03-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                            | Stellantis Finance US Inc                                                                                                    | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    229000 | PA      | $236240.85    | 0.01%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                         | Stellantis Financial Services US Corp                                                                                        | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $219328.20    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                     | StoneMor Inc                                                                                                                 | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $293214.48    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Bayou Holdings LP                                      | Stonepeak Bayou Holdings LP Term Loan B                                                                                      | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $103068.75    | 0.00%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                         | Stonex Escrow Issuer LLC                                                                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $63271.15     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                            | Stonepeak Nile Parent LLC                                                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132287.00    | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2890800 | PA      | $2930529.13   | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950000 | PA      | $5054112.36   | 0.23%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950000 | PA      | $5115627.50   | 0.24%             | 2054-07-30      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950000 | PA      | $4907825.01   | 0.23%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204863.51    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169500.38    | 0.01%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70512.89     | 0.00%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69993.81     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272014.01    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102781.66    | 0.00%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                                                              | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160390.72    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                                                              | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147265.11    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESC CB144A SUNNOVA ENE                                           | ESC CB144A SUNNOVA ENE                                                                                                       | CUSIP: 867ESCAF2<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $700.00       | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SupplyOne Inc                                                    | SupplyOne Inc 2024 Term Loan B                                                                                               | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9975 | PA      | $9988.74      | 0.00%             | 2031-04-21      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                          | Surgery Center Holdings Inc                                                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121376.20    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                            | Suzano Netherlands BV                                                                                                        | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99138.00     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                                                                          | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $200168.40    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower LLC                                          | Sweetwater Borrower LLC Term Loan B                                                                                          | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    454992 | PA      | $457267.28    | 0.02%             | 2028-08-07      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 43 Ltd                                                                                                          | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   6800000 | PA      | $6815102.80   | 0.31%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO XXVI Ltd                                                                                                        | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6027884 | PA      | $6028854.31   | 0.28%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                         | Synergy Infrastructure Holdings LLC                                                                                          | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62203.37     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                        | TCO Commercial Mortgage Trust 2024-DPM                                                                                       | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4870000 | PA      | $4869997.57   | 0.23%             | 2039-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                          | TGS ASA                                                                                                                      | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    125000 | PA      | $130517.97    | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III LLC                                             | TGP Holdings III LLC 2021 Term Loan                                                                                          | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    234909 | PA      | $218385.86    | 0.01%             | 2028-06-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                 | TKC Holdings Inc                                                                                                             | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $212047.29    | 0.01%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4356350.94   | 0.20%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    580000 | PA      | $432185.89    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1260705.34   | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    915000 | PA      | $941600.91    | 0.04%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc                                                    | TPC Group Inc 2024 Term Loan B                                                                                               | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    133351 | PA      | $118904.81    | 0.01%             | 2031-12-16      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                  | TMS Issuer Sarl                                                                                                              | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104161.20    | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                             | TTM Technologies Inc                                                                                                         | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58597.89     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                             | TTM Technologies Inc 2024 Term Loan B                                                                                        | CUSIP: 87305VAN0<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |    248741 | PA      | $250451.90    | 0.01%             | 2030-05-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                           | Taco Bell Funding LLC                                                                                                        | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2416371.83   | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                          | Talen Energy Supply LLC 2024-1 Incremental Term Loan                                                                         | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    248120 | PA      | $248998.64    | 0.01%             | 2031-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | TALEN ENERGY SUPPLY LLC 2025 TERM LOAN B                                                                                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    125000 | PA      | $124922.50    | 0.01%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178484.93    | 0.01%             | 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        |    175000 | PA      | $180965.69    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                 | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250134.75    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                 | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $700620.38    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                 | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69998.29     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                             | Talos Production Inc                                                                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88284.15     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                             | Talos Production Inc                                                                                                         | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88655.60     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                          | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4355000 | PA      | $4356082.52   | 0.20%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corp                                                                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    658000 | PA      | $670426.11    | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corp                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1627076.33   | 0.08%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corp                                                                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    466000 | PA      | $467293.89    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113178.12    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                   | Tecpetrol SA                                                                                                                 | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     50000 | PA      | $50575.00     | 0.00%             | 2033-01-22      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                   | Tecpetrol SA                                                                                                                 | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     60000 | PA      | $59602.80     | 0.00%             | 2030-11-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                         | Telecommunications co Telekom Srbija AD Belgrade                                                                             | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    250000 | PA      | $249688.44    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $100003.41    | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $68704.68     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                     | Somnigroup International Inc Term Loan B                                                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    388008 | PA      | $390269.60    | 0.02%             | 2031-10-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246095.64    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103431.84    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199542.21    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118403.31    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202742.20    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                         | Tengizchevroil Finance Co International Ltd                                                                                  | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $92749.69     | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                     | Terawulf Inc                                                                                                                 | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    136000 | PA      | $117640.00    | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                            | Termocandelaria Power SA                                                                                                     | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $257500.00    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                            | CMG Media Corporation 2024 Term Loan                                                                                         | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    907989 | PA      | $844901.98    | 0.04%             | 2029-06-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     59000 | PA      | $58318.91     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $220005.60    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $304357.36    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                | Teva Pharmaceutical Finance Netherlands IV BV                                                                                | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $274864.49    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                          | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    496203 | PA      | $498499.96    | 0.02%             | 2030-12-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                         | Cloud Software Group Inc 2025 Term Loan B (2031)                                                                             | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    995000 | PA      | $995776.10    | 0.05%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                            | Tiger Acquisition LLC 2025 Term Loan B                                                                                       | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    144638 | PA      | $144999.09    | 0.01%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                                                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $6186067.62   | 0.29%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                    | TopBuild Corp                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94973.31     | 0.00%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                    | TopBuild Corp                                                                                                                | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161853.84    | 0.01%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                                   | Tory Burch LLC Term Loan B                                                                                                   | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    496104 | PA      | $496103.90    | 0.02%             | 2028-04-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                   | TransAlta Corp                                                                                                               | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120829.20    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123752.27    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104041.90    | 0.00%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215486.67    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46695.65     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192711.58    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2023 Term Loan J                                                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    743079 | PA      | $745605.88    | 0.03%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2025 Term Loan M                                                                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    379050 | PA      | $380551.04    | 0.02%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                            | Transnet/South Africa                                                                                                        | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     50000 | PA      | $52779.57     | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                            | Transocean Aquila Ltd                                                                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    101231 | PA      | $103689.25    | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $41776.04     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     63750 | PA      | $66612.89     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $115903.21    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                 | TriNet Group Inc                                                                                                             | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141744.14    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                         | Primo Brands Corporation 2025 Term Loan B                                                                                    | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    496241 | PA      | $497441.51    | 0.02%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | Tronox Inc                                                                                                                   | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    340000 | PA      | $238019.20    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                               | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                 | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    170000 | PA      | $130847.30    | 0.01%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                    | Truist Insurance Holdings LLC 2024 Term Loan B                                                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $350147.00    | 0.02%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                          | UKG Inc 2024 Term Loan B                                                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1243734 | PA      | $1244231.75   | 0.06%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                   | Tullow Oil PLC                                                                                                               | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    314000 | PA      | $227650.00    | 0.01%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                         | Turk Telekomunikasyon AS                                                                                                     | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     55000 | PA      | $56201.20     | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $154193.26    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    100000 | PA      | $82079.00     | 0.00%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    100000 | PA      | $100357.80    | 0.00%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $220052.38    | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $472316.73    | 0.02%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $336938.34    | 0.02%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $271619.91    | 0.01%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                              | Turkiye Government International Bond                                                                                        | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $201893.60    | 0.01%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                          | Turkiye Garanti Bankasi AS                                                                                                   | CUSIP: 900148AH0<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     80000 | PA      | $83115.25     | 0.00%             | 2036-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                               | Turkiye Ihracat Kredi Bankasi AS                                                                                             | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $206534.00    | 0.01%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                               | Turkiye Ihracat Kredi Bankasi AS                                                                                             | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     65000 | PA      | $65217.94     | 0.00%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                          | X Corp Term Loan                                                                                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    378220 | PA      | $371196.34    | 0.02%             | 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        |   1510000 | PA      | $1503522.10   | 0.07%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | Coherent Corp                                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104644.73    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                                 | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1005000 | PA      | $1056722.36   | 0.05%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                       | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    114425 | PA      | $114884.99    | 0.01%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128401.63    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                                                                 | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208820.68    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                                                                 | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127324.25    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                          | USI Inc 2024 Term Loan C                                                                                                     | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    496231 | PA      | $496920.92    | 0.02%             | 2030-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                                                             | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $212641.59    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169728.98    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                                                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    884000 | PA      | $880729.83    | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    697000 | PA      | $693319.18    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                     | US FERTILITY ENTERPRISES LLC 2025 TERM LOAN                                                                                  | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69474 | PA      | $69647.36     | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                     | US FERTILITY ENTERPRISES LLC 2025 DELAYED DRAW Term Loan                                                                     | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10526 | PA      | $10552.64     | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                          | US Acute Care Solutions LLC                                                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $297187.37    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    150000 | PA      | $111782.61    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    179987 | PA      | $109692.24    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    139990 | PA      | $83785.24     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     79994 | PA      | $47017.22     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     21848 | PA      | $12944.94     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     81644 | PA      | $38724.35     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     68995 | PA      | $38986.38     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     57496 | PA      | $32628.98     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     67000 | PA      | $50406.91     | 0.00%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $178000.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $123100.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $172900.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $209600.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     45000 | PA      | $43222.50     | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $266750.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $269250.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United FP Holdings LLC                                           | United FP Holdings LLC 2019 2nd Lien Term Loan                                                                               | CUSIP: 91132UAD5<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     50000 | PA      | $37500.00     | 0.00%             | 2027-12-30      | Floating      | 12.60%                | No            |                  2 | On Loan: No      |
| United FP Holdings LLC                                           | United FP Holdings LLC 2019 1st Lien Term Loan                                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   1188600 | PA      | $1141555.64   | 0.05%             | 2026-12-30      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                                                             | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218751.33    | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                                                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239830.09    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37530000 | PA      | $24697965.33  | 1.14%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28715000 | PA      | $25832283.35  | 1.19%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13320000 | PA      | $12563465.56  | 0.58%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31610000 | PA      | $30975330.63  | 1.43%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102180000 | PA      | $98424086.97  | 4.55%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Inflation-Indexed Bonds                                                                                        | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1588941 | PA      | $1507258.18   | 0.07%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81760000 | PA      | $81344812.91  | 3.76%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7441000 | PA      | $7311945.16   | 0.34%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16700000 | PA      | $16418187.50  | 0.76%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $504843.75    | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28410000 | PA      | $28771783.74  | 1.33%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156000 | PA      | $156383.91    | 0.01%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $1026696.29   | 0.05%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1815000 | PA      | $1809328.13   | 0.08%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20340000 | PA      | $21048721.88  | 0.97%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94870000 | PA      | $98475800.93  | 4.55%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120000000 | PA      | $121528125.60 | 5.62%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158075000 | PA      | $159100018.37 | 7.35%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41735000 | PA      | $42080617.97  | 1.94%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2534000 | PA      | $2567258.75   | 0.12%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16594746.14  | 0.77%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $160837.50    | 0.01%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17151700 | PA      | $17274977.84  | 0.80%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20700000 | PA      | $20626417.92  | 0.95%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORWARDS JP MORGAN BOC                                           | FORWARDS JP MORGAN BOC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     70000 | NS      | $70000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS JP MORGAN BOC                                           | FORWARDS JP MORGAN BOC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -69950 | NS      | $-69950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS TD BANK COCOC                                           | FORWARDS TD BANK COCOC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     41235 | NS      | $41235.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                          | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                                                  | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    240000 | PA      | $223209.01    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    405000 | PA      | $388928.30    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              |  | US        |    135000 | PA      | $132980.54    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    395000 | PA      | $412628.46    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $198840.41    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                     | Univision Communications Inc 2022 First Lien Term Loan B                                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    744216 | PA      | $744029.89    | 0.03%             | 2029-06-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                      | UPX HIL 2025-1 Issuer Trust                                                                                                  | CUSIP: 916925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201815.54    | 0.01%             | 2047-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL                                           | Usiminas International Sarl                                                                                                  | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207492.00    | 0.01%             | 2032-01-27      | Fixed         | 7.50%                 | 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        |    130000 | PA      | $131558.70    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                   | VFH Parent LLC 2025 Term Loan B                                                                                              | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    135000 | PA      | $135280.80    | 0.01%             | 2031-06-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                           | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    100000 | PA      | $92804.94     | 0.00%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC - VBTEL                                                                                                     | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203365.14    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC - VBTEL                                                                                                     | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $310548.87    | 0.01%             | 2054-05-15      | Fixed         | 8.87%                 | 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        |     60000 | PA      | $62848.92     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                   | VDCM Commercial Mortgage Trust 2025-AZ                                                                                       | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101229.22    | 0.00%             | 2044-07-13      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                   | VDCM Commercial Mortgage Trust 2025-AZ                                                                                       | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101216.87    | 0.00%             | 2044-07-13      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                   | VDCM Commercial Mortgage Trust 2025-AZ                                                                                       | CUSIP: 91825CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101057.51    | 0.00%             | 2044-07-13      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                     | VS Buyer LLC 2025 Term Loan B                                                                                                | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    284288 | PA      | $284998.22    | 0.01%             | 2031-04-12      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                            | Vale Overseas Ltd                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $153075.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                            | Vale Overseas Ltd                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200060.00    | 0.01%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                           | Bausch Health Americas Inc                                                                                                   | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84152.84     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                                   | Vallourec SACA                                                                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    259000 | PA      | $275001.70    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                               | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                   | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    497500 | PA      | $499057.25    | 0.02%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                            | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    550000 | PA      | $181500.00    | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                 | Ventas Realty LP                                                                                                             | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   4570000 | PA      | $4351000.44   | 0.20%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225332.81    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496780.81    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137476.50    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76633.70     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                          | Verdant Receivables 2025-1 LLC                                                                                               | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542323 | PA      | $544852.06    | 0.03%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1876612.56   | 0.09%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1859989.93   | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | Verisk Analytics Inc                                                                                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    444000 | PA      | $447359.21    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | Verisk Analytics Inc                                                                                                         | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1003560.92   | 0.05%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                         | Vertiv Group Corporation 2025 Term Loan                                                                                      | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    496250 | PA      | $498393.80    | 0.02%             | 2032-08-12      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | TK Elevator US Newco Inc                                                                                                     | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335078.73    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-5                                                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   1814366 | PA      | $1829547.92   | 0.08%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                                                                        | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1030000 | PA      | $1027989.86   | 0.05%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                                                                        | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    265000 | PA      | $267974.27    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                                                                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2800000 | PA      | $2833608.88   | 0.13%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                                                                           | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1170000 | PA      | $1194791.00   | 0.06%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $107084.00    | 0.00%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    330000 | PA      | $335102.79    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $231433.80    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $380659.47    | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    165000 | PA      | $166214.57    | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210091.24    | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221218.25    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc                                     | Vista Management Holding Inc 2025 Term Loan B                                                                                | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    247500 | PA      | $249561.68    | 0.01%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $168721.78    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $163520.81    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                         | Volcan Cia Minera SAA                                                                                                        | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    255000 | PA      | $262364.40    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                    | VTR Commercial Mortgage Trust 2025-STEM                                                                                      | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100241.64    | 0.00%             | 2039-10-13      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                    | VTR Commercial Mortgage Trust 2025-STEM                                                                                      | CUSIP: 92890YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115457.67    | 0.01%             | 2039-10-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                  | WH Borrower LLC 2025 Term Loan B                                                                                             | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   1114200 | PA      | $1118901.92   | 0.05%             | 2032-02-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318881.71    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172170.84    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                               | WR Grace & Co-Conn 2025 Term Loan B                                                                                          | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    139650 | PA      | $139518.73    | 0.01%             | 2032-08-19      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                              | WEC US Holdings Ltd 2024 Term Loan                                                                                           | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    497481 | PA      | $498137.78    | 0.02%             | 2031-01-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                                                            | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75452.25     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                                                            | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109583.38    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                  | WHARF Commercial Mortgage Trust 2025-DC                                                                                      | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102643.83    | 0.00%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                    | LUXCO3 SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     19852 | NS      | $357533.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                              | Walker & Dunlop Inc                                                                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102592.40    | 0.00%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | Wand NewCo 3 Inc                                                                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105832.50    | 0.00%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                  | NGG Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $209240.29    | 0.01%             | 2082-09-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent Inc                                      | Wash Multifamily Parent Inc Term Loan B                                                                                      | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |    110000 | PA      | $110825.00    | 0.01%             | 2032-09-10      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC 2nd Lien Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300F7JH48O4IYRX29 | Long             | LON              | CORP              | US        |    150000 | PA      | $138937.50    | 0.01%             | 2029-06-04      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    321000 | PA      | $335018.07    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372911.35    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                                                                  | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210756.40    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                               | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3996084 | PA      | $172787.89    | 0.01%             | 2058-05-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                               | CUSIP: 949931AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $224692.00    | 0.01%             | 2058-05-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                              | CUSIP: 95000GBE3<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $14377.10     | 0.00%             | 2049-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                             | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $8666279.14   | 0.40%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $6409205.88   | 0.30%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1915711.87   | 0.09%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2020-C57                                                                               | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $273851.62    | 0.01%             | 2053-08-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                              | CUSIP: 95003PAJ0<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253259.53    | 0.01%             | 2035-07-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                               | CUSIP: 95003UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102700.56    | 0.00%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                                                             | CUSIP: 95004RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $160639.79    | 0.01%             | 2042-08-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-C65                                                                               | CUSIP: 95004WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99841.55     | 0.00%             | 2058-10-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-5C7                                                                               | CUSIP: 95004XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99800.41     | 0.00%             | 2058-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172273.86    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TBA TD COC USD                                                   | TBA TD COC USD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -30000 | NS      | $-30000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE HOLDINGS, INC.                                          | ACRISURE HOLDINGS, INC.                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8824 | NS      | $240365.76    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                         | Western Alliance Bancorp                                                                                                     | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187432.05    | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX Inc                                                                                                                      | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122839.32    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC 2024 1st Lien Term Loan B                                                                                    | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    497494 | PA      | $498667.83    | 0.02%             | 2028-08-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                   | Wheels Fleet Lease Funding 1 LLC                                                                                             | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200518.06    | 0.01%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                               | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13914.55     | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224726.58    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    395000 | PA      | $383033.91    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                              | White Cap Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    333317 | PA      | $334593.18    | 0.02%             | 2029-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | Williams Cos Inc/The                                                                                                         | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4400282.16   | 0.20%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                                                                        | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113616.03    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                                                                        | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77519.18     | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                               | Willis Engine Structured Trust VIII                                                                                          | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041227 | PA      | $1057474.67   | 0.05%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                         | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    496241 | PA      | $496955.20    | 0.02%             | 2030-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                                                                     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $314930.87    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC 2025 Term Loan B                                                                                     | CUSIP: 97381JAK9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    480000 | PA      | $481200.00    | 0.02%             | 2032-10-06      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | Windstream Services LLC                                                                                                      | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302406.83    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                    | Wolfspeed Inc                                                                                                                | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     51000 | PA      | $75543.75     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                    | Wolfspeed Inc                                                                                                                | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     21000 | PA      | $31106.25     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                    | Wolfspeed Inc                                                                                                                | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     66092 | PA      | $52873.60     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $232910.76    | 0.01%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute LLC                                                                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $360586.95    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                                                                      | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157768.20    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                                                                      | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104269.00    | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218502.87    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146948.34    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210402.86    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| 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        |    325000 | PA      | $345948.42    | 0.02%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                               | Cosan Overseas Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201700.00    | 0.01%             | 2026-02-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| X.AI Corp                                                        | XAI Corp Fixed Term Loan                                                                                                     | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59912 | PA      | $62820.65     | 0.00%             | 2030-06-28      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| X.AI Corp                                                        | XAI Corp Term Loan                                                                                                           | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419112 | PA      | $413052.13    | 0.02%             | 2030-06-28      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                             | YPF SA                                                                                                                       | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     50000 | PA      | $51098.10     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                         | Yinson Boronia Production BV                                                                                                 | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    230556 | PA      | $251193.63    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                  | Yum! Brands Inc                                                                                                              | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264598.42    | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222338.59    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                                                                 | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146690.30    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                                                                 | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126344.63    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                               | Zambia Government International Bond                                                                                         | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    155000 | PA      | $108363.92    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                         | Zelis Payments Buyer Inc Term Loan B                                                                                         | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    496212 | PA      | $490838.13    | 0.02%             | 2029-09-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LFC180000 CDS USD R V 01MEVENT LFC180000_PRO CMBX / Short: LFC180000 CDS USD P F  3.00000 LFC180000_FEE CMBX           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    700000 | OU      | $56583.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | Long: LFH039000 CDS USD R V 01MEVENT LFH039000_PRO CMBX / Short: LFH039000 CDS USD P F  5.00000 LFH039000_FEE CMBX           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |    200000 | OU      | $31240.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | Long: LFH046000 CDS USD R V 01MEVENT LFH046000_PRO CMBX / Short: LFH046000 CDS USD P F  3.00000 LFH046000_FEE CMBX           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |    200000 | OU      | $26346.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | Long: LGA900000 CDS USD R V 01MEVENT LGA900000_PRO CMBX / Short: LGA900000 CDS USD P F  3.00000 LGA900000_FEE CMBX           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    700000 | OU      | $56583.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LGX306000 CDS USD R V 01MEVENT LGX306000_PRO CMBX / Short: LGX306000 CDS USD P F  3.00000 LGX306000_FEE CMBX           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    700000 | OU      | $56583.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Long: LKG837000 CDS EUR R V 03MEVENT LKG837000_PRO CORPORATE / Short: LKG837000 CDS EUR P F  1.00000 LKG837000_FEE CORPORATE | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    250000 | OU      | $-2451.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: LKG876000 CDS EUR R V 03MEVENT LKG876000_PRO CORPORATE / Short: LKG876000 CDS EUR P F  1.00000 LKG876000_FEE CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    250000 | OU      | $92.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: LKH604000 CDS EUR R V 03MEVENT LKH604000_PRO CORPORATE / Short: LKH604000 CDS EUR P F  5.00000 LKH604000_FEE CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    290000 | OU      | $-69857.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: LKI259000 CDS EUR R V 03MEVENT LKI259000_PRO CORPORATE / Short: LKI259000 CDS EUR P F  1.00000 LKI259000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |    350000 | OU      | $-6382.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Long: BRM969000 CDS USD R V 03MEVENT LRM969000_PRO CCPCDX / Short: BRM969000 CDS USD P F  1.00000 LRM969000_FEE CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    525000 | OU      | $-8039.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Long: LSD383000 CDS USD R V 01MEVENT LSD383000_PRO CMBX / Short: LSD383000 CDS USD P F   .50000 LSD383000_FEE CMBX           | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |   1399844 | OU      | $6660.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LSS585000 CDS EUR R V 03MEVENT LSS585000_PRO CORPORATE / Short: LSS585000 CDS EUR P F  1.00000 LSS585000_FEE CORPORATE | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    250000 | OU      | $-591.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: LSS811000 CDS EUR R V 03MEVENT LSS811000_PRO CORPORATE / Short: LSS811000 CDS EUR P F  1.00000 LSS811000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |    200000 | OU      | $293.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LST023000 CDS USD R V 01MEVENT LST023000_PRO CMBX / Short: LST023000 CDS USD P F   .50000 LST023000_FEE CMBX           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     99989 | OU      | $475.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | Long: LST845000 CDS EUR R V 03MEVENT LST845000_PRO CORPORATE / Short: LST845000 CDS EUR P F  1.00000 LST845000_FEE CORPORATE | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |    450000 | OU      | $-13341.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: LST827000 CDS EUR R V 03MEVENT LST827000_PRO CORPORATE / Short: LST827000 CDS EUR P F  1.00000 LST827000_FEE CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    250000 | OU      | $-1862.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | Long: LST812000 CDS EUR R V 03MEVENT LST812000_PRO CORPORATE / Short: LST812000 CDS EUR P F  1.00000 LST812000_FEE CORPORATE | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |    300000 | OU      | $-2861.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | Long: LST694000 CDS EUR R V 03MEVENT LST694000_PRO CORPORATE / Short: LST694000 CDS EUR P F  1.00000 LST694000_FEE CORPORATE | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |    200000 | OU      | $1701.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: LSV920000 CDS USD R V 01MEVENT LSV920000_PRO CMBX / Short: LSV920000 CDS USD P F  3.00000 LSV920000_FEE CMBX           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    100000 | OU      | $8083.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Long: LUP729000 CDS USD R V 01MEVENT LUP729000_PRO CMBX / Short: LUP729000 CDS USD P F  3.00000 LUP729000_FEE CMBX           | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |     50000 | OU      | $8354.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Long: LVN336000 CDS USD R V 01MEVENT LVN336000_PRO CMBX / Short: LVN336000 CDS USD P F  3.00000 LVN336000_FEE CMBX           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    100000 | OU      | $13173.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | Long: LWO043000 CDS USD R V 01MEVENT LWO043000_PRO CMBX / Short: LWO043000 CDS USD P F   .50000 LWO043000_FEE CMBX           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |    199968 | OU      | $951.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BYH647000 IRS USD R V 12MSOFR LYH647000_FLO CCPOIS / Short: BYH647000 IRS USD P F  3.50000 LYH647000_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  46688000 | OU      | $-204902.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BYH694000 IRS USD R V 12MSOFR LYH694000_FLO CCPOIS / Short: BYH694000 IRS USD P F  3.50000 LYH694000_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8072000 | OU      | $-31535.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BYH705000 IRS USD R V 12MSOFR LYH705000_FLO CCPOIS / Short: BYH705000 IRS USD P F  3.50000 LYH705000_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  29766000 | OU      | $-147603.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: SYH690000 IRS USD R F  3.50000 LYH690000_FIX CCPOIS / Short: SYH690000 IRS USD P V 12MSOFR LYH690000_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    762000 | OU      | $1023.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: SYH675000 IRS USD R F  4.00000 LYH675000_FIX CCPOIS / Short: SYH675000 IRS USD P V 12MSOFR LYH675000_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1098000 | OU      | $16751.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: SYH655000 IRS USD R F  4.00000 LYH655000_FIX CCPOIS / Short: SYH655000 IRS USD P V 12MSOFR LYH655000_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    660000 | OU      | $-19208.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Long: MAL569000 CDS USD R F   .50000 MAL569000_FEE CMBX / Short: MAL569000 CDS USD P V 01MEVENT MAL569000_PRO CMBX           | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    400000 | OU      | $-4555.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                         | Bundesrepublik Deutschland Bundesanleihe                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    390000 | PA      | $406200.06    | 0.02%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    349000 | PA      | $415156.59    | 0.02%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $299688.86    | 0.01%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                                  | Japan Government Ten Year Bonds                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  73850000 | PA      | $457342.90    | 0.02%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | Cooperatieve Rabobank UA                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $317367.33    | 0.01%             | 2031-05-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $25784.69     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    450000 | PA      | $247363.30    | 0.01%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231385.13    | 0.01%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                          | SSE PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $134452.67    | 0.01%             | 2026-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                               | Leviathan Bond Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    140000 | PA      | $140807.66    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    250000 | PA      | $246440.00    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $176300.00    | 0.01%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $79322.34     | 0.00%             | 2026-01-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                         | Grand City Properties SA                                                                                                     | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115691.14    | 0.01%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                          | Energean Israel Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     45000 | PA      | $44381.48     | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                          | Energean Israel Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     90000 | PA      | $87048.34     | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                                                                              | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    130000 | PA      | $115611.31    | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd.                                               | CIMIC Finance Ltd.                                                                                                           | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |    124000 | PA      | $135853.94    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                                           | Berkeley Group PLC/The                                                                                                       | CUSIP: 000000000<br>LEI: 2138001V85JLYR7AUB61 | Long             | DBT              | CORP              | GB        |    427000 | PA      | $497007.32    | 0.02%             | 2031-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                          | QBE Insurance Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    174000 | PA      | $222360.80    | 0.01%             | 2038-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $111638.90    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    105000 | PA      | $121836.58    | 0.01%             | 2026-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                           | Blackstone Property Partners Europe Holdings Sarl                                                                            | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $325998.93    | 0.02%             | 2030-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                           | Logicor Financing Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $335180.79    | 0.02%             | 2030-01-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                                                                              | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    380000 | PA      | $357804.26    | 0.02%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                                                               | CUSIP: 000000000<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $134812.47    | 0.01%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $208563.53    | 0.01%             | 2034-11-16      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $248858.69    | 0.01%             | 2033-06-06      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $400533.90    | 0.02%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                           | Northumbrian Water Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $243554.07    | 0.01%             | 2031-02-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                         | AusNet Services Holdings Pty Ltd                                                                                             | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $123708.68    | 0.01%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                           | Anglian Water Services Financing PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $431991.08    | 0.02%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                | Admiral Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $367037.06    | 0.02%             | 2034-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $363172.05    | 0.02%             | 2034-09-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                         | Engie SA                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $244241.40    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                 | REWE International Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $250272.60    | 0.01%             | 2030-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $126144.15    | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $153491.25    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                               | SW Finance I PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $138994.79    | 0.01%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | Danske Bank A/S                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    415000 | PA      | $500792.97    | 0.02%             | 2032-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                                   | Jyske Bank A/S                                                                                                               | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |    338000 | PA      | $418050.52    | 0.02%             | 2035-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                                                                         | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $351482.97    | 0.02%             | 2029-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                               | Koninklijke KPN NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $235394.91    | 0.01%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120178.31    | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | Heathrow Funding Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    255000 | PA      | $354216.16    | 0.02%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                            | CBRE Open-Ended Funds SCA SICAV-SIF                                                                                          | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $152964.00    | 0.01%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $307827.61    | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                            | Prologis International Funding II SA                                                                                         | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $331315.32    | 0.02%             | 2036-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                    | RCI Banque SA                                                                                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $247718.44    | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                          | Scottish Hydro Electric Transmission PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $205086.21    | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GRO                                         | Scandinavian Tobacco Group A/S                                                                                               | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | DBT              | CORP              | DK        |    165000 | PA      | $200620.51    | 0.01%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                    | P3 Group Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $206853.26    | 0.01%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                            | CPI Property Group SA                                                                                                        | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $241685.54    | 0.01%             | 2032-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES                                           | Great Portland Estates PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | DBT              |  | GB        |    340000 | PA      | $464333.57    | 0.02%             | 2031-09-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                             | EnBW International Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $281213.77    | 0.01%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                         | South West Water Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $223252.96    | 0.01%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    110128 | PA      | $94701.84     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103261 | PA      | $94097.66     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     56145 | PA      | $53433.22     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     51609 | PA      | $46893.84     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     52468 | PA      | $50283.04     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                                 | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    215000 | PA      | $239979.65    | 0.01%             | 2027-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                           | Sirius Real Estate Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |    100000 | PA      | $116874.19    | 0.01%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                          | Severn Trent Utilities Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $204964.87    | 0.01%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $311589.73    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $349134.15    | 0.02%             | 2031-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $235459.44    | 0.01%             | 2037-02-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                          | Barry Callebaut Services NV                                                                                                  | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $240563.83    | 0.01%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                          | Carlsberg Breweries A/S                                                                                                      | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    175000 | PA      | $204641.97    | 0.01%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                             | Alpha Star Holding IX Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204704.84    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                         | United Utilities Water Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116434.11    | 0.01%             | 2033-02-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                         | METRO AG                                                                                                                     | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $214394.00    | 0.01%             | 2030-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia/The                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $392274.71    | 0.02%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered PLC                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $154826.43    | 0.01%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    854000 | PA      | $1018157.47   | 0.05%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                           | Wessex Water Services Finance PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $235140.18    | 0.01%             | 2034-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                         | Japan Treasury Discount Bill                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  67800000 | PA      | $432214.40    | 0.02%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                    | Schaeffler AG                                                                                                                | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $247812.66    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                          | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $184018.16    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111475.53    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                          | Fiserv Funding ULC                                                                                                           | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $115090.91    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $295827.44    | 0.01%             | 2031-08-14      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    135000 | PA      | $156477.83    | 0.01%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                  | McDonald's Corp                                                                                                              | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $177200.13    | 0.01%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $175650.41    | 0.01%             | 2033-05-22      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                              | Shurgard Luxembourg Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116173.22    | 0.01%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $177370.42    | 0.01%             | 2032-05-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                        | Fluxys SA                                                                                                                    | CUSIP: 000000000<br>LEI: 529900UEWUHSPPJQ1R79 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $238812.99    | 0.01%             | 2030-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117081.27    | 0.01%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                              | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $377671.19    | 0.02%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                            | London Power Networks PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116561.94    | 0.01%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                               | Publicis Groupe SA                                                                                                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116671.60    | 0.01%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                          | Veolia Environnement SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $350160.90    | 0.02%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                         | European Investment Bank                                                                                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $80938.73     | 0.00%             | 2035-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $116996.93    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                             | Volkswagen Bank GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117313.48    | 0.01%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $216880.62    | 0.01%             | 2031-09-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                                         | Dar Al-Arkan Sukuk Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203052.22    | 0.01%             | 2030-07-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                               | Czechoslovak Group AS                                                                                                        | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    200000 | PA      | $205501.93    | 0.01%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $118169.88    | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $137178.17    | 0.01%             | 2033-07-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118517.66    | 0.01%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                               | SW Finance I PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $139860.00    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                           | Commonwealth Bank of Australia                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $116833.68    | 0.01%             | 2037-08-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $137047.27    | 0.01%             | 2031-08-29      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116897.85    | 0.01%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                          | Vier Gas Transport GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232525.54    | 0.01%             | 2033-09-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                                  | IHG Finance LLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117200.11    | 0.01%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                         | South West Water Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $169712.32    | 0.01%             | 2031-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CBRE EUROPE LOGISTICS PA                                         | CBRE Europe Logistics Partners SCA SICAV-SIF                                                                                 | CUSIP: 000000000<br>LEI: 529900ZG3L6Z4K64S041 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $114976.87    | 0.01%             | 2032-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                            | Prologis Euro Finance LLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    100000 | PA      | $115577.50    | 0.01%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $213882.17    | 0.01%             | 2032-09-22      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                    | P3 Group Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115580.91    | 0.01%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                                | ALTICE HOLDINGS 1                                                                                                            | CUSIP: 000000000<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |       275 | PA      | $44.03        | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GTC FINANCE DAC                                                  | GTC Finance DAC                                                                                                              | CUSIP: 000000000<br>LEI: 213800BQ2YULQCB6M521 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $218341.35    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG                                                       | DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main                                                            | CUSIP: 000000000<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117106.33    | 0.01%             | 2035-10-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                         | Stoneweg Ereit Lux Finco Sarl                                                                                                | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |    200000 | PA      | $229805.95    | 0.01%             | 2033-02-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                           | American Honda Finance Corp                                                                                                  | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $170098.78    | 0.01%             | 2031-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                                | Mondi Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116284.86    | 0.01%             | 2031-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                 | Pernod Ricard SA                                                                                                             | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115265.07    | 0.01%             | 2037-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA LOGISTICS EUROPE                                             | AXA Logistics Europe Master SCA                                                                                              | CUSIP: 000000000<br>LEI: 213800IWFTNKN5BPH814 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116848.30    | 0.01%             | 2031-05-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                                   | BT Finance PLC                                                                                                               | CUSIP: 000000000<br>LEI: 64882D4OUTP2YP126091 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $145290.27    | 0.01%             | 2032-11-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                          | Australia & New Zealand Banking Group Ltd                                                                                    | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $269550.47    | 0.01%             | 2036-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                             | EnBW International Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $130250.71    | 0.01%             | 2036-02-26      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                         | Japan Treasury Discount Bill                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  27400000 | PA      | $174736.98    | 0.01%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND(CBT) MAR26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        38 | NC      | $-24038.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)MAR26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       896 | NC      | $-320644.51   | -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        |        -6 | NC      | $10352.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) MAR26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        17 | NC      | $-2063.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) MAR26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       211 | NC      | $2162.11      | 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        |         4 | NC      | $-1632.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT FUTURE MAR26                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -7 | NC      | $-5386.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | LJH658000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    570000 | NC      | $10712.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | LJH674000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    570000 | NC      | $10712.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | LJT035000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   3000000 | NC      | $81945.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | LJT040000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   3000000 | NC      | $82025.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | LOC600000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   3160000 | NC      | $55241.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | LOC604000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   3160000 | NC      | $70513.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | LQC720000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   1790000 | NC      | $38405.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | LQC726000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   1790000 | NC      | $59810.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | LUM256000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1870000 | NC      | $48210.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | LUM262000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1870000 | NC      | $10846.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)                       | Venture Global Plaquemines LNG LLC (VGPL) Base Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |    163634 | PA      | $162680.48    | 0.01%             | 2029-05-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)                       | Venture Global Plaquemines LNG LLC (VGPL) 2024 Contingency Reserve Delayed Draw Term Loan                                    | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |     20468 | PA      | $20365.73     | 0.00%             | 2029-05-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                    | CommScope Inc 2024 Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    750000 | PA      | $750352.50    | 0.03%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC 2025 Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |     34912 | PA      | $35094.39     | 0.00%             | 2032-06-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                  | Hamilton Projects Acquiror LLC 2025 Repriced Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     72369 | PA      | $72780.89     | 0.00%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                 | GVC Holdings (Gibraltar) Limited 2025 Term Loan B5 (2032)                                                                    | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    154925 | PA      | $153591.10    | 0.01%             | 2032-07-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc                                                 | Disco Parent Inc 2025 Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |     65000 | PA      | $65325.00     | 0.00%             | 2032-08-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                  | NEXUS Buyer LLC 2025 2nd Lien Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     95000 | PA      | $93872.35     | 0.00%             | 2032-02-16      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                        | C&S Wholesale Grocers Inc Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    299250 | PA      | $291768.75    | 0.01%             | 2030-09-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Astro Acquisition LLC                                            | Astro Acquisition LLC 2025 Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900PB0M1U1S6VUM04 | Long             | LON              | CORP              | US        |    100000 | PA      | $100625.00    | 0.00%             | 2032-08-30      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                   | Modivcare Inc 2025 DIP Delayed Draw Term Loan                                                                                | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     11444 | PA      | $11100.86     | 0.00%             | 2026-02-22      | Floating      | 10.73%                | No            |                  3 | On Loan: No      |
| Weber-Stephen Products LLC                                       | Weber-Stephen Products LLC 2025 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    655000 | PA      | $655327.50    | 0.03%             | 2032-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco, LLC                                         | Cyberswift US Finco LLC Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |     50000 | PA      | $49859.50     | 0.00%             | 2032-10-08      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Aurora Lux Finco SARL                                            | Aurora Lux Finco SARL 2025 Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    195000 | PA      | $193293.75    | 0.01%             | 2032-10-01      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA 2025 USD Term Loan B14                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |   1540200 | PA      | $1537951.31   | 0.07%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                          | VERSANT MEDIA GROUP INC TERM LOAN B                                                                                          | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    155000 | PA      | $154903.90    | 0.01%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENMAB AS                                                        | GENMAB AS TERM LOAN B                                                                                                        | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    270000 | PA      | $271182.60    | 0.01%             | 2032-12-13      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                         | HNI CORP TERM LOAN B                                                                                                         | CUSIP: 000000000<br>LEI: 549300SKRADLC4O5HV93 | Long             | LON              | CORP              | US        |     80000 | PA      | $80200.00     | 0.00%             | 2032-11-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                           | BRADYPLUS HOLDINGS LLC 2025 TERM LOAN B                                                                                      | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    765000 | PA      | $756072.45    | 0.03%             | 2030-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMEXA IMAGING INC                                               | LUMEXA IMAGING INC TERM LOAN B                                                                                               | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |     55000 | PA      | $55240.90     | 0.00%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                        | SONARSOURCE FINANCING LLC TERM LOAN                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $128375.00    | 0.01%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                    | Aroundtown SA                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $136329.02    | 0.01%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $209264.78    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                         | European Investment Bank                                                                                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1205000 | PA      | $1347379.88   | 0.06%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                    | Golar LNG Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $394643.37    | 0.02%             | 2029-09-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch & Lomb Corporation 2025 Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    253725 | PA      | $256008.53    | 0.01%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                        | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                                                                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     20000 | PA      | $20180.00     | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JONES DSLRRS INSRNC MANAG INC                                    | JONES DSLRRS INSRNC MANAG INC 2025 REPRICED TERM LOAN B                                                                      | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    115000 | PA      | $115000.00    | 0.01%             | 2032-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                           | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                     | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    712515 | PA      | $712735.79    | 0.03%             | 2030-09-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                      | Bausch Health Companies Inc 2025 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   1487837 | PA      | $1450090.30   | 0.07%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP 2024 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    744361 | PA      | $744457.67    | 0.03%             | 2030-05-06      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                              | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    496212 | PA      | $498569.12    | 0.02%             | 2028-12-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    496259 | PA      | $499073.15    | 0.02%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Arthur US Finco Inc                                              | Arthur US Finco Inc Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 254900YJ1VCSP18B5452 | Long             | LON              | CORP              | US        |    494962 | PA      | $447940.81    | 0.02%             | 2029-12-14      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Azorra Soar TLB Finance Ltd                                      | Azorra Soar TLB Finance Ltd 2025 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    169145 | PA      | $169849.87    | 0.01%             | 2029-10-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                              | BIFM US Finance LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |    154221 | PA      | $155120.21    | 0.01%             | 2028-05-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                           | Emirate of Dubai Government International Bonds                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $203041.66    | 0.01%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                           | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    248125 | PA      | $247847.10    | 0.01%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                    | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    744972 | PA      | $521480.09    | 0.02%             | 2029-04-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                          | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    495992 | PA      | $497852.21    | 0.02%             | 2028-05-05      | Floating      | 5.97%                 | No            |                  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        |    130000 | PA      | $128625.90    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA 2022 USD Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      9974 | PA      | $7349.01      | 0.00%             | 2027-10-31      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                   | Consolidated Energy Finance SA 2024 Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |    348961 | PA      | $284256.28    | 0.01%             | 2030-11-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    819176 | PA      | $715009.85    | 0.03%             | 2028-07-03      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    145000 | PA      | $33542.13     | 0.00%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Esdec Solar Group BV                                             | Esdec Solar Group BV Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 724500UTJRTIU7878U15 | Long             | LON              | CORP              | NL        |    727133 | PA      | $331754.48    | 0.02%             | 2028-08-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    496203 | PA      | $495373.88    | 0.02%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV 2025 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     64675 | PA      | $64675.00     | 0.00%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                              | Peer Holding III BV 2025 USD Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    135000 | PA      | $135112.05    | 0.01%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                         | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    450000 | PA      | $104400.00    | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-20

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP